daytrend

11/22/2016

Filed under: Market Stats — daytrend @ 1:18 pm

Market Stats at 1:18 pm 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 1:18 pm ET)
31.2% of stocks are above yesterday’s high.
58.4% are above yesterday’s midpoint. (41.6% are below.)
16.0% are below yesterday’s low.
52.8% are inside yesterday’s range.
63.0% of stocks with today’s high > yesterday’s high. (37.0% less than).
33.7% of stocks with today’s low < yesterday’s low. (66.3% greater than).

EVIDENCE OF INTRADAY TREND (20161122 1:18 pm ET)
45.4% of stocks are above today’s open. (53.3% are below).
42.7% of stocks are above today’s open and yesterday’s close.
41.6% are below both.
28.2% of stocks opened above yesterday’s high.
79.8% of stocks opened above yesterday’s close. (16.6% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161122 1:18 pm ET)
14.8% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20161122 1:18 pm ET)
55.6% of stocks are above yesterday’s close. (44.4% are below.)
2.3% are up 4.5% or more. 1.2% are down 4.5% or more.
4.4% are up 3.5% or more. 2.6% are down 3.5% or more.
55.5% are between +1% and -1%.

RSI on DAILY (20161122 1:18 pm ET)
2-day: >=95:12.8%…>=90:22.7%…>=80:38.4%…>=50:72.8%…<=20:8.1%…<=10:2.5%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.7%…>=80:10.6%…>=50:80.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:4.2%…>=50:75.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161122 1:18 pm ET)
31.2% above previous 1 highs, 16.0% below previous 1 lows
27.4% above previous 2 highs, 9.0% below previous 2 lows
23.3% above previous 3 highs, 6.0% below previous 3 lows
21.9% above previous 4 highs, 4.1% below previous 4 lows
19.9% above previous 5 highs, 2.8% below previous 5 lows
17.9% above previous 6 highs, 2.1% below previous 6 lows
17.4% above previous 7 highs, 1.9% below previous 7 lows
15.3% above previous 8 highs, 1.7% below previous 8 lows
14.2% above previous 9 highs, 1.2% below previous 9 lows
13.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161122 1:18 pm ET)
55.6% are above or equal to 11/21 close (1 days ago), 44.4% are below.
75.4% are above or equal to 11/18 close (2 days ago), 24.6% are below.
70.3% are above or equal to 11/17 close (3 days ago), 29.7% are below.
74.6% are above or equal to 11/16 close (4 days ago), 25.4% are below.
68.4% are above or equal to 11/15 close (5 days ago), 31.6% are below.
73.9% are above or equal to 11/14 close (6 days ago), 26.1% are below.
82.8% are above or equal to 11/11 close (7 days ago), 17.2% are below.
81.4% are above or equal to 11/10 close (8 days ago), 18.6% are below.
80.2% are above or equal to 11/9 close (9 days ago), 19.8% are below.
78.2% are above or equal to 11/8 close (10 days ago), 21.8% are below.
78.4% are above or equal to 11/7 close (11 days ago), 21.6% are below.
85.9% are above or equal to 11/4 close (12 days ago), 14.1% are below.
85.9% are above or equal to 11/3 close (13 days ago), 14.1% are below.
84.3% are above or equal to 11/2 close (14 days ago), 15.7% are below.
80.2% are above or equal to 11/1 close (15 days ago), 19.8% are below.
74.8% are above or equal to 10/31 close (16 days ago), 25.2% are below.
75.8% are above or equal to 10/28 close (17 days ago), 24.2% are below.
74.9% are above or equal to 10/27 close (18 days ago), 25.1% are below.
71.6% are above or equal to 10/26 close (19 days ago), 28.4% are below.
68.3% are above or equal to 10/25 close (20 days ago), 31.7% are below.
63.8% are above or equal to 10/24 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161122 1:18 pm ET)
20d: 26.5% new highs, 1.6% new lows
21d: 25.5% new highs, 1.6% new lows
42d: 20.5% new highs, 1.5% new lows
63d: 17.4% new highs, 1.4% new lows
126d: 14.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161122 1:18 pm ET)
2-day: 54.2% above, 45.8% below
3-day: 69.0% above, 31.0% below
4-day: 73.3% above, 26.7% below
5-day: 75.6% above, 24.4% below
8-day: 76.7% above, 23.3% below
10-day: 81.6% above, 18.4% below
20-day: 81.4% above, 18.6% below
50-day: 67.7% above, 32.3% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161122 1:18 pm ET)
RETA(63): 2.29% Top=BURL CHS DSW DLTR LL ANF ASNA RH ….. GNC CASY TIF AN WBA CVS BID CPRT=Bottom (Retail & Specialty Retail)
META(30): 2.16% Top=CLF AKS X TCK CENX CMC PAAS NUE ….. SLCA NEM CCJ FMSA GG ABX ARNC AEM=Bottom (Metals & Mining)
REAL(102): 1.47% Top=OUT DFT CSAL GPT QTS MGP CBL O ….. SLG ALLY MAC HASI RLGY LHO BAM SC=Bottom (Real Estate)
LEIS(35): 0.67% Top=QSR JACK ARMK WEN BLMN TXRH STAY DRI ….. RCL SEAS LQ WYNN H MGM CMG GPRO=Bottom (Leisure)
CONS(51): 0.48% Top=LULU VFC FOSL RL CRI KATE GT WWW ….. HBI KS GPK TUP UA PKG FBHS OI=Bottom (Consumer)
MANU(41): 0.48% Top=ATI RS CMI TEX ZBRA MFS AGCO SNA ….. PNR MRC ETN LECO EMR XYL DHR DOV=Bottom (Manufacturing)
ELEC(51): 0.41% Top=ADI JBL OCLR ON AVGO KLAC CY CGNX ….. PI FIT CAVM LSCC WAT AMKR HIMX AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): 0.33% Top=CXW YY ULTA BAH RBA AL MMS JEC ….. RRD RHI FDC GPN MYGN VNTV WOOF V=Bottom (Diversified Services)
INSU(35): -0.00% Top=PGR CLGX FAF AWH TRV AGO WRB FNF ….. PRU MET AFL XL AIG RGA RDN AFSI=Bottom (Insurance)
COHW(39): -0.05% Top=ACIA VZ T S QCOM TMUS SSYS FNSR ….. UBNT NTAP WDC VRSN CDW STX ZAYO PANW=Bottom (Computer Hardware/Telecom)
COSW(84): -0.13% Top=SINA WB WUBA ATHM EQIX SYMC NUAN SQ ….. XRX GRUB ATVI PFPT CTSH SHOP FEYE VIPS=Bottom (Computer Software/Internet)
FINA(91): -0.14% Top=WETF BOFI SLM OZRK NSAM WBS SYF WAL ….. JNS CIT CFR PYPL CME ICE YRD EV=Bottom (Banks/Financials)
MATE(25): -0.27% Top=FAST WY TPH EXP FLR WCN TOL EME ….. DHI MDR LEN DAR SRCL CAA SUM USG=Bottom (Materials & Construction)
CHEM(27): -0.42% Top=CC SMG ALB ASH SHW GRA MON PPG ….. RPM HUN WLK PAH AGU POT CF MOS=Bottom (Chemicals/Fertilizers)
TRAN(28): -0.56% Top=BRS ALK SAVE DAL UAL TRN CSX EXPD ….. SWFT CHRW LUV NSC NAT KSU TK DRYS=Bottom (Transportation)
ENER(88): -1.26% Top=TSO EEP CVI VLO MPC NFG HFC DK ….. MUR SM CRC LPI SXL REN ETP OAS=Bottom (Energy)
HEAL(51): -1.60% Top=ANTM UNH WCG PRXL AET DVA PKI ELGX ….. ABMD BSX EVHC AMSG ABT DXCM THC 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 1:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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