daytrend

11/19/2016

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at End of Day
by daytrend on 20161118. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 891.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161118 EOD)
22.1% of stocks are above yesterday’s high.
52.9% are above yesterday’s midpoint. (47.1% are below.)
18.3% are below yesterday’s low.
59.6% are inside yesterday’s range.
48.4% of stocks with today’s high > yesterday’s high. (51.6% less than).
35.8% of stocks with today’s low < yesterday’s low. (64.2% greater than).

EVIDENCE OF INTRADAY TREND (20161118 EOD)
49.6% of stocks are above today’s open. (48.6% are below).
44.1% of stocks are above today’s open and yesterday’s close.
43.2% are below both.
9.3% of stocks opened above yesterday’s high.
47.5% of stocks opened above yesterday’s close. (47.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161118 EOD)
7.4% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
48.5% are in the top half. 51.5% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20161118 EOD)
51.2% of stocks are above yesterday’s close. (48.8% are below.)
1.1% are up 4.5% or more. 0.8% are down 4.5% or more.
2.2% are up 3.5% or more. 1.5% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY (20161118 EOD)
2-day: >=95:9.4%…>=90:16.4%…>=80:29.5%…>=50:62.5%…<=20:12.7%…<=10:3.5%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:10.0%…>=50:73.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.6%…>=50:69.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161118 EOD)
22.1% above previous 1 highs, 18.3% below previous 1 lows
19.3% above previous 2 highs, 13.1% below previous 2 lows
15.3% above previous 3 highs, 9.9% below previous 3 lows
12.5% above previous 4 highs, 6.4% below previous 4 lows
11.8% above previous 5 highs, 3.9% below previous 5 lows
10.7% above previous 6 highs, 2.8% below previous 6 lows
10.5% above previous 7 highs, 1.6% below previous 7 lows
10.0% above previous 8 highs, 1.5% below previous 8 lows
10.0% above previous 9 highs, 1.5% below previous 9 lows
10.0% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161118 EOD)
51.2% are above or equal to 11/17 close (1 days ago), 48.8% are below.
62.5% are above or equal to 11/16 close (2 days ago), 37.5% are below.
55.8% are above or equal to 11/15 close (3 days ago), 44.2% are below.
62.9% are above or equal to 11/14 close (4 days ago), 37.1% are below.
75.9% are above or equal to 11/11 close (5 days ago), 24.1% are below.
75.1% are above or equal to 11/10 close (6 days ago), 24.9% are below.
73.7% are above or equal to 11/9 close (7 days ago), 26.3% are below.
75.4% are above or equal to 11/8 close (8 days ago), 24.6% are below.
74.7% are above or equal to 11/7 close (9 days ago), 25.3% are below.
83.1% are above or equal to 11/4 close (10 days ago), 16.9% are below.
82.8% are above or equal to 11/3 close (11 days ago), 17.2% are below.
81.6% are above or equal to 11/2 close (12 days ago), 18.4% are below.
76.1% are above or equal to 11/1 close (13 days ago), 23.9% are below.
72.2% are above or equal to 10/31 close (14 days ago), 27.8% are below.
71.9% are above or equal to 10/28 close (15 days ago), 28.1% are below.
71.2% are above or equal to 10/27 close (16 days ago), 28.8% are below.
66.8% are above or equal to 10/26 close (17 days ago), 33.2% are below.
64.6% are above or equal to 10/25 close (18 days ago), 35.4% are below.
59.3% are above or equal to 10/24 close (19 days ago), 40.7% are below.
60.8% are above or equal to 10/21 close (20 days ago), 39.2% are below.
60.5% are above or equal to 10/20 close (21 days ago), 39.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161118 EOD)
20d: 17.1% new highs, 1.3% new lows
21d: 16.6% new highs, 1.3% new lows
42d: 14.0% new highs, 1.0% new lows
63d: 10.9% new highs, 1.0% new lows
126d: 9.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161118 EOD)
2-day: 49.7% above, 50.3% below
3-day: 56.5% above, 43.5% below
4-day: 57.6% above, 42.4% below
5-day: 60.8% above, 39.2% below
8-day: 72.1% above, 27.9% below
10-day: 75.6% above, 24.4% below
20-day: 75.0% above, 25.0% below
50-day: 63.0% above, 37.0% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161118 EOD)
ENER(88): 0.79% Top=SN ETE RDC REN RSPP ECA RICE WLL ….. VLO HFC QEP PBF DK SXL CRC TSO=Bottom (Energy)
TRAN(28): 0.62% Top=DRYS KSU BRS EGLE FDX UNP AAL DAL ….. TRN XPO SAVE GWR CP WAB ODFL SWFT=Bottom (Transportation)
LEIS(35): 0.57% Top=YUM RRR CMG WYNN LQ DNKN SONC DPZ ….. WEN MAR PNRA HLT EAT EXPE JACK BYD=Bottom (Leisure)
FINA(91): 0.47% Top=YRD BOFI WETF BX HBAN TCB BGCP APO ….. CIT EV OMF AXP IVZ CME AMG SLM=Bottom (Banks/Financials)
CHEM(27): 0.43% Top=CF TROX MOS ASH OLN PAH AGU MON ….. PX DD ALB WLK CE SHW AXTA PPG=Bottom (Chemicals/Fertilizers)
MATE(25): 0.34% Top=WY DAR TPH OC SRCL WCN MDR CAA ….. FAST SUM PHM EXP MLM EME PWR VMC=Bottom (Materials & Construction)
REAL(103): 0.33% Top=COR QTS DFT RLGY CONE AMH DRE MFA ….. SLG AVB SC PEB WPG CBL HST SHO=Bottom (Real Estate)
COHW(39): 0.30% Top=VSAT WDC WIN CTL LVLT FNSR COMM BBRY ….. ARRS MSI VG CDW VRSN PANW S TDC=Bottom (Computer Hardware/Telecom)
INSU(35): 0.07% Top=WRB SLF FAF MET CINF HIG TRV XL ….. AFSI FNF AGO AIG LNC AIZ VR RDN=Bottom (Insurance)
COSW(87): 0.02% Top=TTD NTNX NUAN SHOP TWLO CRM YELP INTU ….. TTWO TEAM MDSO FTNT ZEN NTES SPLK ATVI=Bottom (Computer Software/Internet)
ELEC(51): 0.01% Top=MRVL OCLR AMD AMKR CRUS KEYS SIMO CY ….. AYI SPWR MCHP TRMB WAT ON FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): -0.22% Top=CXW LDOS GPN CTAS ILG XRS EEFT HRB ….. INFO ACM URI RRD ALLE MYGN ATHN HRI=Bottom (Diversified Services)
META(29): -0.45% Top=CDE ARNC CNX SSRI FMSA PAAS CENX SCCO ….. AEM CMC CCJ X AG TCK SLW TAHO=Bottom (Metals & Mining)
MANU(41): -0.50% Top=ZBRA ITT DDD ATI FLS DE TTC SNA ….. LII DHR XYL AGCO BWXT MFS MRC MIDD=Bottom (Manufacturing)
HEAL(52): -0.72% Top=TFX PRXL SYK ACHC NUVA HLS OPK ISRG ….. ANTM EW PKI A TMO THC ALGN HCA=Bottom (Health)
RETA(62): -1.01% Top=ROST SPLS BID LOW ETSY LL TJX BLDR ….. DSW BBY URBN SIG GES W ANF GPS=Bottom (Retail & Specialty Retail)
CONS(52): -1.02% Top=CLX WRK PAY PKG CHD COTY KMB BMS ….. HBI CRI PVH KATE MAT VFC UA LULU=Bottom (Consumer)

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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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