daytrend

11/21/2016

Filed under: Market Stats — daytrend @ 1:21 pm

Market Stats at 1:21 pm ET
by daytrend on 20161121. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20161121 1:21 pm ET)
41.5% of stocks are above yesterday’s high.
74.4% are above yesterday’s midpoint. (25.6% are below.)
6.3% are below yesterday’s low.
52.2% are inside yesterday’s range.
71.4% of stocks with today’s high > yesterday’s high. (28.6% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND (20161121 1:21 pm ET)
58.7% of stocks are above today’s open. (39.3% are below).
56.8% of stocks are above today’s open and yesterday’s close.
21.1% are below both.
31.1% of stocks opened above yesterday’s high.
83.6% of stocks opened above yesterday’s close. (13.6% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161121 1:21 pm ET)
13.5% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20161121 1:21 pm ET)
77.0% of stocks are above yesterday’s close. (23.0% are below.)
2.8% are up 4.5% or more. 0.7% are down 4.5% or more.
6.3% are up 3.5% or more. 0.8% are down 3.5% or more.
58.1% are between +1% and -1%.

RSI on DAILY (20161121 1:21 pm ET)
2-day: >=95:13.1%…>=90:25.0%…>=80:42.5%…>=50:78.3%…<=20:5.6%…<=10:2.0%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:10.4%…>=50:79.1%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:74.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161121 1:21 pm ET)
41.5% above previous 1 highs, 6.3% below previous 1 lows
30.5% above previous 2 highs, 3.7% below previous 2 lows
28.0% above previous 3 highs, 2.1% below previous 3 lows
24.8% above previous 4 highs, 1.5% below previous 4 lows
22.9% above previous 5 highs, 1.1% below previous 5 lows
21.6% above previous 6 highs, 0.8% below previous 6 lows
18.2% above previous 7 highs, 0.7% below previous 7 lows
17.2% above previous 8 highs, 0.3% below previous 8 lows
16.7% above previous 9 highs, 0.2% below previous 9 lows
16.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161121 1:21 pm ET)
77.0% are above or equal to 11/18 close (1 days ago), 23.0% are below.
67.6% are above or equal to 11/17 close (2 days ago), 32.4% are below.
74.0% are above or equal to 11/16 close (3 days ago), 26.0% are below.
65.8% are above or equal to 11/15 close (4 days ago), 34.2% are below.
72.5% are above or equal to 11/14 close (5 days ago), 27.5% are below.
81.1% are above or equal to 11/11 close (6 days ago), 18.9% are below.
80.4% are above or equal to 11/10 close (7 days ago), 19.6% are below.
78.6% are above or equal to 11/9 close (8 days ago), 21.4% are below.
78.1% are above or equal to 11/8 close (9 days ago), 21.9% are below.
77.7% are above or equal to 11/7 close (10 days ago), 22.3% are below.
85.1% are above or equal to 11/4 close (11 days ago), 14.9% are below.
85.2% are above or equal to 11/3 close (12 days ago), 14.8% are below.
83.6% are above or equal to 11/2 close (13 days ago), 16.4% are below.
79.7% are above or equal to 11/1 close (14 days ago), 20.3% are below.
75.1% are above or equal to 10/31 close (15 days ago), 24.9% are below.
75.3% are above or equal to 10/28 close (16 days ago), 24.7% are below.
74.9% are above or equal to 10/27 close (17 days ago), 25.1% are below.
70.5% are above or equal to 10/26 close (18 days ago), 29.5% are below.
68.4% are above or equal to 10/25 close (19 days ago), 31.6% are below.
63.9% are above or equal to 10/24 close (20 days ago), 36.1% are below.
65.5% are above or equal to 10/21 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161121 1:21 pm ET)
20d: 24.0% new highs, 0.9% new lows
21d: 23.5% new highs, 0.9% new lows
42d: 17.8% new highs, 0.8% new lows
63d: 14.7% new highs, 0.8% new lows
126d: 12.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161121 1:21 pm ET)
2-day: 75.6% above, 24.4% below
3-day: 72.3% above, 27.7% below
4-day: 75.8% above, 24.2% below
5-day: 72.6% above, 27.4% below
8-day: 79.5% above, 20.5% below
10-day: 83.1% above, 16.9% below
20-day: 79.8% above, 20.2% below
50-day: 66.1% above, 33.9% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161121 1:21 pm ET)
ENER(88): 2.97% Top=REN CRC OAS MPC WLL RRC BBG RIG ….. INT TLLP PBF GEL TSO VVV SXL ETP=Bottom (Energy)
META(30): 2.01% Top=FCX SLCA PAAS TCK FMSA TAHO CNX HL ….. NUE SCCO SSRI ABX X ARNC SWC SLW=Bottom (Metals & Mining)
CHEM(27): 1.60% Top=WLK TROX PAH CF MOS EMN POT AGU ….. OLN PX CE SMG AXTA IFF GRA MON=Bottom (Chemicals/Fertilizers)
DISV(46): 1.09% Top=HRI ADS CXW KBR URI XRS MYGN LDOS ….. MAN G R ATHN RHI WOOF FDC YY=Bottom (Diversified Services)
LEIS(35): 0.78% Top=WYNN DNKN MGM LVS ZOES WEN SIX WYN ….. DRI STAY YUM RCL CCL MCD SONC GPRO=Bottom (Leisure)
MANU(41): 0.76% Top=DOV ATI DDD ETN MRC MIDD ITT FLS ….. MFS DCI SWK ITW MHK DHR LECO TTC=Bottom (Manufacturing)
CONS(52): 0.74% Top=COTY SPB FOSL LULU OI ENR TPX HAS ….. UA IP AVY SEE HBI PAY PKG KS=Bottom (Consumer)
REAL(103): 0.67% Top=GEO HASI QTS NRZ SLG MFA CLNY HST ….. AKR AVB AIV DRH HCN RLGY CUBE EXR=Bottom (Real Estate)
HEAL(52): 0.58% Top=DXCM DVA DGX AET CNC ABMD ANTM IRWD ….. XRAY ACHC MOH NUVA OPK TFX VWR ELGX=Bottom (Health)
COHW(39): 0.52% Top=ANET CTL LVLT AAPL GOGO S INFN UBNT ….. VIAV QCOM ACIA ARRS SSYS CCI PANW FNSR=Bottom (Computer Hardware/Telecom)
COSW(87): 0.48% Top=SYMC TWLO FB GRUB CERN COUP TRIP SHOP ….. SINA JD TEAM CSRA FTNT NUAN CRM NTNX=Bottom (Computer Software/Internet)
RETA(62): 0.45% Top=ETSY DSW AAP NFLX MELI AN KMX BBY ….. LL LB CHS GPS JWN SIG BURL FINL=Bottom (Retail & Specialty Retail)
MATE(25): 0.40% Top=FLR MDR WCN WY DAR RSG EXP MLM ….. SUM SRCL VMC EME TPH PHM MAS OC=Bottom (Materials & Construction)
FINA(91): 0.31% Top=WETF WDR WU AMG OZRK NSAM BMO PYPL ….. SNV YRD FRC BOFI WFC BX BGCP RJF=Bottom (Banks/Financials)
INSU(35): 0.26% Top=SLF LNC PRU CNO AON AFSI ORI CINF ….. PGR MTG FNF CLGX FAF WRB AFL WLTW=Bottom (Insurance)
TRAN(28): 0.21% Top=BRS CSX NAT CP CNI UNP NSC KSU ….. CHRW ALK XPO SAVE GWR DAL DRYS EGLE=Bottom (Transportation)
ELEC(51): 0.12% Top=AMD ON AMKR AMAT FIT ADI WAT AVGO ….. CRUS HIMX SIMO MXL BRKR OCLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 1:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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