daytrend

11/21/2016

Filed under: Market Stats — daytrend @ 2:43 pm

Market Stats at 2:43 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 2:43 pm ET)
41.7% of stocks are above yesterday’s high.
72.0% are above yesterday’s midpoint. (28.0% are below.)
7.7% are below yesterday’s low.
50.6% are inside yesterday’s range.
72.8% of stocks with today’s high > yesterday’s high. (27.2% less than).
22.0% of stocks with today’s low < yesterday’s low. (78.0% greater than).

EVIDENCE OF INTRADAY TREND (20161121 2:43 pm ET)
57.3% of stocks are above today’s open. (41.6% are below).
55.5% of stocks are above today’s open and yesterday’s close.
22.8% 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 2:43 pm ET)
12.3% of stocks are in the top 10% of today’s range.
24.8% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN (20161121 2:43 pm ET)
75.6% of stocks are above yesterday’s close. (24.4% are below.)
3.6% are up 4.5% or more. 0.7% are down 4.5% or more.
6.5% are up 3.5% or more. 0.9% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20161121 2:43 pm ET)
2-day: >=95:13.6%…>=90:25.1%…>=80:41.6%…>=50:77.2%…<=20:6.4%…<=10:2.4%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:10.7%…>=50:78.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.8%…>=50:74.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161121 2:43 pm ET)
41.7% above previous 1 highs, 7.7% below previous 1 lows
31.4% above previous 2 highs, 5.6% below previous 2 lows
28.3% above previous 3 highs, 3.1% below previous 3 lows
25.6% above previous 4 highs, 2.7% below previous 4 lows
23.5% above previous 5 highs, 2.1% below previous 5 lows
22.6% above previous 6 highs, 1.8% below previous 6 lows
19.2% above previous 7 highs, 1.5% below previous 7 lows
18.4% above previous 8 highs, 0.9% below previous 8 lows
17.8% above previous 9 highs, 0.8% below previous 9 lows
17.7% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161121 2:43 pm ET)
75.6% are above or equal to 11/18 close (1 days ago), 24.4% are below.
67.2% are above or equal to 11/17 close (2 days ago), 32.8% are below.
73.7% are above or equal to 11/16 close (3 days ago), 26.3% are below.
65.1% are above or equal to 11/15 close (4 days ago), 34.9% are below.
71.1% are above or equal to 11/14 close (5 days ago), 28.9% are below.
81.2% are above or equal to 11/11 close (6 days ago), 18.8% are below.
79.8% are above or equal to 11/10 close (7 days ago), 20.2% are below.
78.0% are above or equal to 11/9 close (8 days ago), 22.0% are below.
77.7% are above or equal to 11/8 close (9 days ago), 22.3% are below.
77.7% are above or equal to 11/7 close (10 days ago), 22.3% are below.
84.5% are above or equal to 11/4 close (11 days ago), 15.5% are below.
84.8% are above or equal to 11/3 close (12 days ago), 15.2% are below.
83.1% are above or equal to 11/2 close (13 days ago), 16.9% are below.
79.5% are above or equal to 11/1 close (14 days ago), 20.5% are below.
74.9% are above or equal to 10/31 close (15 days ago), 25.1% are below.
75.8% are above or equal to 10/28 close (16 days ago), 24.2% are below.
74.6% are above or equal to 10/27 close (17 days ago), 25.4% are below.
70.1% are above or equal to 10/26 close (18 days ago), 29.9% are below.
68.6% are above or equal to 10/25 close (19 days ago), 31.4% are below.
63.6% are above or equal to 10/24 close (20 days ago), 36.4% are below.
64.9% are above or equal to 10/21 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161121 2:43 pm ET)
20d: 24.8% new highs, 0.9% new lows
21d: 24.3% new highs, 0.9% new lows
42d: 18.3% new highs, 0.8% new lows
63d: 15.0% new highs, 0.8% new lows
126d: 12.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161121 2:43 pm ET)
2-day: 74.4% above, 25.6% below
3-day: 72.2% above, 27.8% below
4-day: 74.8% above, 25.2% below
5-day: 72.0% above, 28.0% below
8-day: 77.6% above, 22.4% below
10-day: 82.0% above, 18.0% below
20-day: 79.0% above, 21.0% below
50-day: 66.1% above, 33.9% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161121 2:43 pm ET)
ENER(88): 3.07% Top=REN SN WLL MPC OAS CRC RRC CPE ….. INT BPL TLLP GEL VVV PBF SXL ETP=Bottom (Energy)
META(30): 1.88% Top=FCX TCK FMSA PAAS TAHO SLCA HL CNX ….. CMC NUE ABX NEM X SCCO SWC SLW=Bottom (Metals & Mining)
CHEM(27): 1.61% Top=TROX WLK PAH CF MOS AGU POT SHW ….. AXTA SMG GRA ASH CE IFF OLN MON=Bottom (Chemicals/Fertilizers)
DISV(46): 1.16% Top=CXW HRI ADS KBR XRS INFO URI LDOS ….. MAN G ILG RHI ATHN WOOF FDC YY=Bottom (Diversified Services)
LEIS(35): 0.78% Top=WYNN DNKN MGM LVS ZOES WEN SEAS SIX ….. JACK DRI RCL CCL YUM MCD GPRO SONC=Bottom (Leisure)
MATE(25): 0.65% Top=MDR FLR CAA WY TOL MLM RSG WCN ….. SUM PHM VMC EME TPH SRCL MAS OC=Bottom (Materials & Construction)
CONS(52): 0.65% Top=COTY SPB FOSL LULU FL TPX PBI TUP ….. AVY HBI BLL UA GT SEE PKG KS=Bottom (Consumer)
MANU(41): 0.63% Top=DOV DDD ATI ETN MIDD MRC ITT KMT ….. TEX DHR MHK ITW SWK LECO DCI TTC=Bottom (Manufacturing)
COSW(87): 0.57% Top=COUP SYMC FB TWLO GRUB LC VIPS SHOP ….. ADSK JD FTNT NUAN HPE CRM NTNX TEAM=Bottom (Computer Software/Internet)
COHW(39): 0.55% Top=ANET CTL GOGO LVLT S UBNT PSTG STX ….. VSAT ARRS VIAV CCI QCOM PANW FNSR ACIA=Bottom (Computer Hardware/Telecom)
REAL(103): 0.55% Top=GEO HASI NRZ SC CLNY QTS NRF MFA ….. WRI VTR HCN AVB ESS RLGY CUBE EXR=Bottom (Real Estate)
HEAL(52): 0.54% Top=DXCM ABMD DVA DGX IRWD AET VAR CNC ….. HLS NUVA OPK ABT XRAY A TFX ELGX=Bottom (Health)
RETA(62): 0.49% Top=ETSY AAP AN DSW NFLX AMZN BBY SPLS ….. CASY SIG CHS LB GPS JWN FINL BURL=Bottom (Retail & Specialty Retail)
FINA(91): 0.40% Top=WETF WDR AMG WU OZRK NSAM SCHW BMO ….. CMA PNC EWBC FRC BGCP WFC BX RJF=Bottom (Banks/Financials)
INSU(35): 0.25% Top=SLF CNO LNC PRU AON AFSI CINF L ….. XL MTG FAF WRB CLGX FNF WLTW AFL=Bottom (Insurance)
ELEC(51): -0.10% Top=AMD AMAT AVGO AMKR ON KLAC ADI MU ….. SIMO LSCC CRUS MXL BRKR OCLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): -0.21% Top=NAT BRS CNI CSX CP SWFT UNP KSU ….. JBLU CHRW SAVE DAL GWR ALK EGLE DRYS=Bottom (Transportation)

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 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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