daytrend

11/22/2016

Filed under: Market Stats — daytrend @ 11:37 am

Market Stats at 11:36 am ET
by daytrend on 20161122. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 886.

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

COMPARED TO YESTERDAY’S RANGE (20161122 11:36 am ET)
26.9% of stocks are above yesterday’s high.
57.2% are above yesterday’s midpoint. (42.8% are below.)
19.6% are below yesterday’s low.
53.5% are inside yesterday’s range.
60.3% of stocks with today’s high > yesterday’s high. (39.7% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20161122 11:36 am ET)
40.6% of stocks are above today’s open. (58.4% are below).
38.3% of stocks are above today’s open and yesterday’s close.
45.6% are below both.
28.1% 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 11:36 am ET)
7.6% of stocks are in the top 10% of today’s range.
16.6% are in the top 20%.
35.7% are in the top half. 64.3% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
31.8% are in the bottom 10%.

GAIN (20161122 11:36 am ET)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
2.3% are up 4.5% or more. 1.6% are down 4.5% or more.
3.2% are up 3.5% or more. 2.7% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY (20161122 11:36 am ET)
2-day: >=95:12.0%…>=90:22.1%…>=80:35.3%…>=50:69.0%…<=20:10.2%…<=10:3.6%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.7%…>=80:10.3%…>=50:77.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:4.3%…>=50:73.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161122 11:36 am ET)
26.9% above previous 1 highs, 19.6% below previous 1 lows
24.2% above previous 2 highs, 11.7% below previous 2 lows
20.8% above previous 3 highs, 8.0% below previous 3 lows
19.5% above previous 4 highs, 5.6% below previous 4 lows
17.6% above previous 5 highs, 3.8% below previous 5 lows
15.9% above previous 6 highs, 3.3% below previous 6 lows
15.7% above previous 7 highs, 2.3% below previous 7 lows
14.0% above previous 8 highs, 1.8% below previous 8 lows
13.0% above previous 9 highs, 1.2% below previous 9 lows
12.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161122 11:36 am ET)
52.3% are above or equal to 11/21 close (1 days ago), 47.7% are below.
71.6% are above or equal to 11/18 close (2 days ago), 28.4% are below.
67.3% are above or equal to 11/17 close (3 days ago), 32.7% are below.
71.1% are above or equal to 11/16 close (4 days ago), 28.9% are below.
65.9% are above or equal to 11/15 close (5 days ago), 34.1% are below.
72.2% are above or equal to 11/14 close (6 days ago), 27.8% are below.
81.6% are above or equal to 11/11 close (7 days ago), 18.4% are below.
79.9% are above or equal to 11/10 close (8 days ago), 20.1% are below.
78.3% are above or equal to 11/9 close (9 days ago), 21.7% are below.
77.5% are above or equal to 11/8 close (10 days ago), 22.5% are below.
77.8% are above or equal to 11/7 close (11 days ago), 22.2% are below.
85.4% are above or equal to 11/4 close (12 days ago), 14.6% are below.
85.8% are above or equal to 11/3 close (13 days ago), 14.2% are below.
82.8% are above or equal to 11/2 close (14 days ago), 17.2% are below.
79.0% are above or equal to 11/1 close (15 days ago), 21.0% are below.
75.2% are above or equal to 10/31 close (16 days ago), 24.8% are below.
75.2% are above or equal to 10/28 close (17 days ago), 24.8% are below.
74.5% are above or equal to 10/27 close (18 days ago), 25.5% are below.
70.4% are above or equal to 10/26 close (19 days ago), 29.6% are below.
67.8% are above or equal to 10/25 close (20 days ago), 32.2% are below.
63.0% are above or equal to 10/24 close (21 days ago), 37.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161122 11:36 am ET)
20d: 25.8% new highs, 1.2% new lows
21d: 24.8% new highs, 1.2% new lows
42d: 20.1% new highs, 1.1% new lows
63d: 16.9% new highs, 1.0% new lows
126d: 13.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161122 11:36 am ET)
2-day: 50.8% above, 49.2% below
3-day: 64.8% above, 35.2% below
4-day: 68.3% above, 31.7% below
5-day: 71.2% above, 28.8% below
8-day: 74.6% above, 25.4% below
10-day: 78.4% above, 21.6% below
20-day: 80.1% above, 19.9% below
50-day: 66.7% above, 33.3% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161122 11:36 am ET)
RETA(62): 2.13% Top=BURL CHS DSW DLTR LL ANF RH BIG ….. NFLX WBA BID GNC TIF CVS ETSY CPRT=Bottom (Retail & Specialty Retail)
REAL(102): 1.31% Top=OUT DFT GPT ARE DLR MGP ELS CBL ….. ALLY PDM AGNC AMT LHO BAM SC RLGY=Bottom (Real Estate)
META(30): 1.20% Top=CLF AKS X TCK NUE CMC FCX STLD ….. CCJ AGI GG SLCA NEM ABX AEM FMSA=Bottom (Metals & Mining)
MANU(41): 0.30% Top=RS ATI MFS TEX CMI AGCO TTC ZBRA ….. MHK ROK EMR XYL MRC ETN DHR DOV=Bottom (Manufacturing)
CONS(51): 0.28% Top=LULU VFC RL CRI FL FOSL MAT CLX ….. ENR SPB KS FBHS UA GPK PKG OI=Bottom (Consumer)
ELEC(51): 0.21% Top=ADI AVGO OCLR ON KLAC JBL MSCC CGNX ….. AYI CAVM PI LSCC AMD WAT FIT HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): 0.17% Top=CXW YY BAH ULTA JEC RBA ADS AL ….. MA ATHN KBR MYGN RRD WOOF VNTV V=Bottom (Diversified Services)
LEIS(35): 0.10% Top=ARMK QSR TXRH STAY WEN SBUX WYN SIX ….. RRR ZOES BYD H MGM CMG JACK GPRO=Bottom (Leisure)
INSU(35): -0.09% Top=PGR FAF FNF AWH TRV CLGX ORI ALL ….. PRU AIZ RGA AFL AIG XL AFSI RDN=Bottom (Insurance)
FINA(91): -0.10% Top=WETF BOFI OZRK WBS PACW NSAM SYF WAL ….. CFR CME PYPL OMF ICE NAVI EV YRD=Bottom (Banks/Financials)
MATE(25): -0.24% Top=FAST WY TOL FLR TPH EXP EME WCN ….. DAR MLM CAA LEN SRCL MDR USG SUM=Bottom (Materials & Construction)
CHEM(27): -0.38% Top=SMG ASH CC SHW IFF MON PPG GRA ….. HUN WLK TROX PAH AGU POT CF MOS=Bottom (Chemicals/Fertilizers)
COHW(39): -0.54% Top=ACIA VZ SSYS QCOM T TMUS S HPQ ….. ARRS CIEN TDC UBNT GOGO ZAYO VSAT PANW=Bottom (Computer Hardware/Telecom)
COSW(84): -0.62% Top=SINA WB WUBA ATHM SYMC SQ EQIX DOX ….. GRUB TTD PFPT CTSH NTNX SHOP FEYE VIPS=Bottom (Computer Software/Internet)
TRAN(29): -0.78% Top=BRS ALK UAL CP CSX EXPD TRN JBLU ….. NSC CHRW SWFT KSU NAT TK EGLE DRYS=Bottom (Transportation)
ENER(88): -1.05% Top=EEP TSO MPC NFG CVI ETE PBF VLO ….. SWN HLX RRC WPX LPI REN OAS CRC=Bottom (Energy)
HEAL(51): -2.08% Top=ANTM UNH WCG AET PRXL STE PKI VWR ….. BCR HRC BDX ABT BSX THC 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 11:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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