daytrend

11/22/2016

Filed under: Market Stats — daytrend @ 10:34 am

Market Stats at 10:34 am ET
by daytrend on 20161122. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

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

COMPARED TO YESTERDAY’S RANGE (20161122 10:34 am ET)
34.3% of stocks are above yesterday’s high.
65.5% are above yesterday’s midpoint. (34.5% are below.)
10.3% are below yesterday’s low.
55.5% are inside yesterday’s range.
56.4% of stocks with today’s high > yesterday’s high. (43.6% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND (20161122 10:34 am ET)
51.0% of stocks are above today’s open. (47.4% are below).
48.1% of stocks are above today’s open and yesterday’s close.
31.3% are below both.
28.3% of stocks opened above yesterday’s high.
79.7% of stocks opened above yesterday’s close. (16.7% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161122 10:34 am ET)
16.0% of stocks are in the top 10% of today’s range.
26.9% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
13.2% are in the bottom 10%.

GAIN (20161122 10:34 am ET)
66.0% of stocks are above yesterday’s close. (34.0% are below.)
2.3% are up 4.5% or more. 0.5% are down 4.5% or more.
3.0% are up 3.5% or more. 1.0% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY (20161122 10:34 am ET)
2-day: >=95:15.1%…>=90:27.1%…>=80:45.3%…>=50:77.8%…<=20:6.5%…<=10:1.7%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.7%…>=80:12.4%…>=50:79.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:5.2%…>=50:75.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161122 10:34 am ET)
34.3% above previous 1 highs, 10.3% below previous 1 lows
30.1% above previous 2 highs, 6.2% below previous 2 lows
26.6% above previous 3 highs, 4.3% below previous 3 lows
24.4% above previous 4 highs, 2.6% below previous 4 lows
22.5% above previous 5 highs, 1.9% below previous 5 lows
20.1% above previous 6 highs, 1.5% below previous 6 lows
19.7% above previous 7 highs, 1.1% below previous 7 lows
17.6% above previous 8 highs, 1.0% below previous 8 lows
16.9% above previous 9 highs, 0.8% below previous 9 lows
16.6% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161122 10:34 am ET)
66.0% are above or equal to 11/21 close (1 days ago), 34.0% are below.
76.8% are above or equal to 11/18 close (2 days ago), 23.2% are below.
70.8% are above or equal to 11/17 close (3 days ago), 29.2% are below.
75.5% are above or equal to 11/16 close (4 days ago), 24.5% are below.
68.3% are above or equal to 11/15 close (5 days ago), 31.7% are below.
74.0% are above or equal to 11/14 close (6 days ago), 26.0% are below.
81.4% are above or equal to 11/11 close (7 days ago), 18.6% are below.
80.5% are above or equal to 11/10 close (8 days ago), 19.5% are below.
79.3% are above or equal to 11/9 close (9 days ago), 20.7% are below.
78.8% are above or equal to 11/8 close (10 days ago), 21.2% are below.
79.0% are above or equal to 11/7 close (11 days ago), 21.0% are below.
85.5% are above or equal to 11/4 close (12 days ago), 14.5% are below.
86.0% are above or equal to 11/3 close (13 days ago), 14.0% are below.
83.4% are above or equal to 11/2 close (14 days ago), 16.6% are below.
79.9% are above or equal to 11/1 close (15 days ago), 20.1% are below.
76.0% are above or equal to 10/31 close (16 days ago), 24.0% are below.
76.4% are above or equal to 10/28 close (17 days ago), 23.6% are below.
75.5% are above or equal to 10/27 close (18 days ago), 24.5% are below.
71.4% are above or equal to 10/26 close (19 days ago), 28.6% are below.
69.7% are above or equal to 10/25 close (20 days ago), 30.3% are below.
64.4% are above or equal to 10/24 close (21 days ago), 35.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161122 10:34 am ET)
20d: 24.1% new highs, 0.8% new lows
21d: 23.2% new highs, 0.8% new lows
42d: 18.7% new highs, 0.7% new lows
63d: 15.8% new highs, 0.6% new lows
126d: 13.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161122 10:34 am ET)
2-day: 64.4% above, 35.6% below
3-day: 75.1% above, 24.9% below
4-day: 75.1% above, 24.9% below
5-day: 77.0% above, 23.0% below
8-day: 77.1% above, 22.9% below
10-day: 80.4% above, 19.6% below
20-day: 81.4% above, 18.6% below
50-day: 68.0% above, 32.0% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161122 10:34 am ET)
RETA(63): 2.42% Top=BURL CHS DLTR DSW LL PIR SIG ASNA ….. TIF KAR CASY ETSY WBA KR CVS CPRT=Bottom (Retail & Specialty Retail)
REAL(102): 0.76% Top=OUT DFT GEO CBL NRF DRH QTS WPG ….. LHO AVB BAM CUBE GLPI EXR AMT PDM=Bottom (Real Estate)
ELEC(51): 0.65% Top=ADI OCLR MSCC JBL ON SPWR FSLR CSIQ ….. CAVM TEL NVDA WAT LSCC PI HIMX AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.64% Top=FOSL LULU VFC WWW CRI RL FL NWL ….. SPB FBHS UA BLL ENR PKG KS OI=Bottom (Consumer)
DISV(45): 0.58% Top=CXW YY ULTA JEC AL ACM BAH HRB ….. MA ALLE FDC WOOF KBR GPN V VNTV=Bottom (Diversified Services)
META(29): 0.53% Top=CLF AKS X TCK CMC NUE STLD FCX ….. SSRI RGLD FMSA GG AEM NEM ABX AGI=Bottom (Metals & Mining)
MANU(41): 0.43% Top=ATI RS TEX CMI ZBRA DDD GE TTC ….. CFX XYL DHR MWA ROK ETN MRC DOV=Bottom (Manufacturing)
INSU(35): 0.39% Top=MTG AGO FAF SLF LNC WLTW ORI PGR ….. HIG AXS AIG AIZ PRU XL RGA AFSI=Bottom (Insurance)
FINA(91): 0.29% Top=BOFI WETF SLM VOYA WBS OZRK NSAM SYF ….. MS OMF CME BBT ICE CFR EV YRD=Bottom (Banks/Financials)
LEIS(35): 0.23% Top=ARMK QSR TXRH DNKN WEN GPRO SEAS SIX ….. CCL MGM BYD WYNN H CMG RRR JACK=Bottom (Leisure)
MATE(25): 0.21% Top=TPH FLR FAST TOL DAR EXP KBH WCN ….. DHI PWR LEN CAA MDR PHM SUM USG=Bottom (Materials & Construction)
TRAN(29): -0.01% Top=BRS ALK AAL CP UAL TRN JBLU LUV ….. SWFT CHRW ODFL KSU TK NAT EGLE DRYS=Bottom (Transportation)
ENER(88): -0.13% Top=TSO EEP CVI DO MPC VLO ETE PBF ….. CRZO NBL ETP WPX VVV REN LPI OAS=Bottom (Energy)
COHW(39): -0.25% Top=S SSYS VZ QCOM T TMUS ACIA VG ….. CIEN TDC CDW VSAT ZAYO GOGO UBNT PANW=Bottom (Computer Hardware/Telecom)
COSW(85): -0.27% Top=SINA WB WUBA ATHM SQ NATI MTCH SABR ….. NTNX TTD SHOP PFPT ATVI CTSH FEYE VIPS=Bottom (Computer Software/Internet)
CHEM(27): -0.31% Top=SMG ASH GRA MON CE PPG WLK SHW ….. APD PAH FMC AGU TROX POT CF MOS=Bottom (Chemicals/Fertilizers)
HEAL(51): -1.05% Top=ANTM PRXL AET WCG UNH ACHC PKI DGX ….. ZBH HRC ABT BDX THC BSX DXCM EW=Bottom (Health)

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 10:34 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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