daytrend

11/22/2016

Filed under: Market Stats — daytrend @ 2:55 pm

Market Stats at 2:55 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 2:55 pm ET)
37.9% of stocks are above yesterday’s high.
66.0% are above yesterday’s midpoint. (34.0% are below.)
12.9% are below yesterday’s low.
49.2% are inside yesterday’s range.
64.2% of stocks with today’s high > yesterday’s high. (35.8% less than).
34.8% of stocks with today’s low < yesterday’s low. (65.2% greater than).

EVIDENCE OF INTRADAY TREND (20161122 2:55 pm ET)
52.7% of stocks are above today’s open. (45.7% are below).
50.6% of stocks are above today’s open and yesterday’s close.
34.0% 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 2:55 pm ET)
18.2% of stocks are in the top 10% of today’s range.
30.0% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
10.5% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20161122 2:55 pm ET)
64.0% of stocks are above yesterday’s close. (36.0% are below.)
3.0% are up 4.5% or more. 1.0% are down 4.5% or more.
4.5% are up 3.5% or more. 1.9% are down 3.5% or more.
57.0% are between +1% and -1%.

RSI on DAILY (20161122 2:55 pm ET)
2-day: >=95:15.8%…>=90:28.7%…>=80:44.9%…>=50:77.7%…<=20:7.7%…<=10:2.0%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.7%…>=80:12.8%…>=50:79.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:5.1%…>=50:75.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161122 2:55 pm ET)
37.9% above previous 1 highs, 12.9% below previous 1 lows
33.4% above previous 2 highs, 8.4% below previous 2 lows
28.1% above previous 3 highs, 5.2% below previous 3 lows
26.5% above previous 4 highs, 3.7% below previous 4 lows
24.4% above previous 5 highs, 2.7% below previous 5 lows
22.0% above previous 6 highs, 2.3% below previous 6 lows
21.7% above previous 7 highs, 1.9% below previous 7 lows
19.4% above previous 8 highs, 1.6% below previous 8 lows
18.1% above previous 9 highs, 1.0% below previous 9 lows
17.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161122 2:55 pm ET)
64.0% are above or equal to 11/21 close (1 days ago), 36.0% are below.
77.7% are above or equal to 11/18 close (2 days ago), 22.3% are below.
72.6% are above or equal to 11/17 close (3 days ago), 27.4% are below.
76.2% are above or equal to 11/16 close (4 days ago), 23.8% are below.
70.8% are above or equal to 11/15 close (5 days ago), 29.2% are below.
75.3% are above or equal to 11/14 close (6 days ago), 24.7% are below.
84.5% are above or equal to 11/11 close (7 days ago), 15.5% are below.
81.9% are above or equal to 11/10 close (8 days ago), 18.1% are below.
80.8% are above or equal to 11/9 close (9 days ago), 19.2% are below.
78.8% are above or equal to 11/8 close (10 days ago), 21.2% are below.
79.2% are above or equal to 11/7 close (11 days ago), 20.8% are below.
86.1% are above or equal to 11/4 close (12 days ago), 13.9% are below.
86.2% are above or equal to 11/3 close (13 days ago), 13.8% are below.
84.5% are above or equal to 11/2 close (14 days ago), 15.5% are below.
80.1% are above or equal to 11/1 close (15 days ago), 19.9% are below.
75.8% are above or equal to 10/31 close (16 days ago), 24.2% are below.
76.5% are above or equal to 10/28 close (17 days ago), 23.5% are below.
76.3% are above or equal to 10/27 close (18 days ago), 23.7% are below.
72.0% are above or equal to 10/26 close (19 days ago), 28.0% are below.
69.9% are above or equal to 10/25 close (20 days ago), 30.1% are below.
65.3% are above or equal to 10/24 close (21 days ago), 34.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161122 2:55 pm ET)
20d: 27.4% new highs, 1.6% new lows
21d: 26.3% new highs, 1.6% new lows
42d: 21.3% new highs, 1.5% new lows
63d: 18.1% new highs, 1.4% new lows
126d: 14.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161122 2:55 pm ET)
2-day: 62.5% above, 37.5% below
3-day: 74.7% above, 25.3% below
4-day: 76.4% above, 23.6% below
5-day: 78.4% above, 21.6% below
8-day: 78.0% above, 22.0% below
10-day: 82.8% above, 17.2% below
20-day: 81.9% above, 18.1% below
50-day: 68.3% above, 31.7% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161122 2:55 pm ET)
RETA(63): 2.50% Top=BURL CHS DLTR DSW LL RH ASNA ANF ….. SFM KAR AN BID WBA CASY CVS CPRT=Bottom (Retail & Specialty Retail)
META(30): 2.25% Top=CLF X AKS TCK CENX CMC NUE STLD ….. FNV NEM TAHO ARNC AGI GG ABX AEM=Bottom (Metals & Mining)
REAL(102): 1.56% Top=OUT DFT CSAL GPT CONE CBG OFC NRF ….. MAC ARI SC BAM WRE AGNC LHO AMH=Bottom (Real Estate)
LEIS(35): 0.92% Top=JACK QSR WEN ARMK TXRH BLMN SBUX RRR ….. SHAK MCD RCL H SEAS GPRO MGM CMG=Bottom (Leisure)
MANU(41): 0.79% Top=ATI RS TEX CMI ZBRA MFS AGCO MRC ….. AME DE PNR SWK EMR DOV DHR XYL=Bottom (Manufacturing)
ELEC(51): 0.60% Top=JBL ADI ON CGNX CY AVGO KLAC SPWR ….. AMBA PI HIMX FIT WAT LSCC AMKR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.59% Top=VFC LULU FOSL RL CRI KATE AVY GT ….. PBI HBI SPB TUP GPK OI PKG FBHS=Bottom (Consumer)
DISV(45): 0.52% Top=CXW ULTA YY BAH RBA AL JEC MMS ….. AMN KBR GPN MYGN FDC VNTV WOOF V=Bottom (Diversified Services)
INSU(35): 0.24% Top=PGR FAF ORI CNO CLGX WRB AGO L ….. PRU AXS AJG RGA AFL XL RDN AFSI=Bottom (Insurance)
FINA(91): 0.21% Top=WETF BOFI NSAM SLM WBS OZRK PACW EWBC ….. PYPL CFR CME JNS ICE EFX EV YRD=Bottom (Banks/Financials)
MATE(25): 0.01% Top=WY FLR WCN EXP EME FAST TOL MDR ….. OC DHI SUM LEN DAR MLM CAA USG=Bottom (Materials & Construction)
COHW(39): 0.00% Top=ACIA S VZ T INFN VG SSYS QCOM ….. VRSN CTL CDW NTAP UBNT ZAYO STX PANW=Bottom (Computer Hardware/Telecom)
COSW(84): -0.15% Top=SINA WB WUBA ATHM TWLO EQIX CSRA SYMC ….. SSNC GRUB SHOP PFPT ATVI CTSH FEYE VIPS=Bottom (Computer Software/Internet)
ENER(88): -0.26% Top=TSO EEP CPE NFG CVI TLLP MPC VLO ….. SM MUR REN RRC VVV OAS SXL ETP=Bottom (Energy)
CHEM(27): -0.37% Top=CC SMG SHW DD ASH GRA OLN ALB ….. WLK TROX CE PAH AGU POT CF MOS=Bottom (Chemicals/Fertilizers)
TRAN(28): -0.64% Top=BRS ALK SAVE CP CSX TRN UAL EXPD ….. GWR CHRW NSC LUV NAT TK KSU DRYS=Bottom (Transportation)
HEAL(51): -1.38% Top=ANTM PRXL UNH WCG AET DVA ELGX VAR ….. HCA AMSG EVHC ABT DXCM ABMD 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 2:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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