daytrend

11/23/2016

Filed under: Market Stats — daytrend @ 10:19 am

Market Stats at 10:19 am ET
by daytrend on 20161123. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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

COMPARED TO YESTERDAY’S RANGE (20161123 10:19 am ET)
19.0% of stocks are above yesterday’s high.
57.6% are above yesterday’s midpoint. (42.4% are below.)
11.6% are below yesterday’s low.
69.4% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
29.6% of stocks with today’s low < yesterday’s low. (70.4% greater than).

EVIDENCE OF INTRADAY TREND (20161123 10:19 am ET)
60.5% of stocks are above today’s open. (37.1% are below).
41.0% of stocks are above today’s open and yesterday’s close.
31.1% are below both.
7.7% of stocks opened above yesterday’s high.
25.9% of stocks opened above yesterday’s close. (71.2% opened below yesterday’s close).
11.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161123 10:19 am ET)
16.9% of stocks are in the top 10% of today’s range.
29.4% are in the top 20%.
58.3% are in the top half. 41.7% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20161123 10:19 am ET)
49.0% of stocks are above yesterday’s close. (51.0% are below.)
0.6% are up 4.5% or more. 1.7% are down 4.5% or more.
0.7% are up 3.5% or more. 1.8% are down 3.5% or more.
78.4% are between +1% and -1%.

RSI on DAILY (20161123 10:19 am ET)
2-day: >=95:13.6%…>=90:22.0%…>=80:35.1%…>=50:68.4%…<=20:7.7%…<=10:3.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:1.1%…>=80:12.7%…>=50:77.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:5.4%…>=50:74.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161123 10:19 am ET)
19.0% above previous 1 highs, 11.6% below previous 1 lows
15.8% above previous 2 highs, 7.3% below previous 2 lows
14.6% above previous 3 highs, 5.1% below previous 3 lows
13.3% above previous 4 highs, 4.2% below previous 4 lows
12.4% above previous 5 highs, 3.4% below previous 5 lows
11.6% above previous 6 highs, 2.6% below previous 6 lows
10.4% above previous 7 highs, 1.7% below previous 7 lows
10.2% above previous 8 highs, 1.2% below previous 8 lows
9.4% above previous 9 highs, 0.9% below previous 9 lows
9.0% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161123 10:19 am ET)
49.0% are above or equal to 11/22 close (1 days ago), 51.0% are below.
62.6% are above or equal to 11/21 close (2 days ago), 37.4% are below.
75.0% are above or equal to 11/18 close (3 days ago), 25.0% are below.
71.3% are above or equal to 11/17 close (4 days ago), 28.7% are below.
76.0% are above or equal to 11/16 close (5 days ago), 24.0% are below.
70.8% are above or equal to 11/15 close (6 days ago), 29.2% are below.
74.6% are above or equal to 11/14 close (7 days ago), 25.4% are below.
83.2% are above or equal to 11/11 close (8 days ago), 16.8% are below.
81.0% are above or equal to 11/10 close (9 days ago), 19.0% are below.
80.0% are above or equal to 11/9 close (10 days ago), 20.0% are below.
78.3% are above or equal to 11/8 close (11 days ago), 21.7% are below.
78.9% are above or equal to 11/7 close (12 days ago), 21.1% are below.
85.1% are above or equal to 11/4 close (13 days ago), 14.9% are below.
86.0% are above or equal to 11/3 close (14 days ago), 14.0% are below.
83.5% are above or equal to 11/2 close (15 days ago), 16.5% are below.
80.5% are above or equal to 11/1 close (16 days ago), 19.5% are below.
76.2% are above or equal to 10/31 close (17 days ago), 23.8% are below.
77.3% are above or equal to 10/28 close (18 days ago), 22.7% are below.
75.7% are above or equal to 10/27 close (19 days ago), 24.3% are below.
72.0% are above or equal to 10/26 close (20 days ago), 28.0% are below.
68.8% are above or equal to 10/25 close (21 days ago), 31.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161123 10:19 am ET)
20d: 17.3% new highs, 1.0% new lows
21d: 16.9% new highs, 1.0% new lows
42d: 13.4% new highs, 0.9% new lows
63d: 12.0% new highs, 0.9% new lows
126d: 10.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161123 10:19 am ET)
2-day: 46.9% above, 53.1% below
3-day: 58.0% above, 42.0% below
4-day: 68.0% above, 32.0% below
5-day: 70.4% above, 29.6% below
8-day: 73.9% above, 26.1% below
10-day: 78.6% above, 21.4% below
20-day: 81.4% above, 18.6% below
50-day: 68.8% above, 31.2% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161123 10:19 am ET)
MANU(42): 0.58% Top=DE AGCO CAT TEX KMT MIDD CMI MWA ….. XYL MHK MRC DCI RS LII PNR ATI=Bottom (Manufacturing)
LEIS(35): 0.36% Top=TXRH BLMN BYD WYNN PNRA LQ EAT CMG ….. SIX HLT EXPE RCL MGM H WYN JACK=Bottom (Leisure)
TRAN(29): 0.32% Top=EGLE XPO SWFT KSU UPS JBHT FDX UNP ….. TRN ALK CP TK CNI NAT LUV DRYS=Bottom (Transportation)
DISV(46): 0.26% Top=YY KBR JEC URI FDC ULTA R HRB ….. MA AL V G ROL CXW PCLN MYGN=Bottom (Diversified Services)
HEAL(50): 0.26% Top=EW HOLX ABT ELGX ALGN IRWD BAX XRAY ….. UHS LH PRAH A THC AMSG EVHC PRXL=Bottom (Health)
MATE(25): 0.21% Top=FLR PHM TPH LEN CAA KBH TOL SRCL ….. RSG DHI EXP WCN MAS MLM VMC WY=Bottom (Materials & Construction)
FINA(91): 0.10% Top=COF SYF BOFI EV WETF WAL KEY MTB ….. JNS NDAQ LM BEN OZRK BX RJF YRD=Bottom (Banks/Financials)
INSU(35): 0.10% Top=AJG UNM AFL MET AGO TRV LNC AIG ….. CLGX SLF FNF XL WLTW ORI AWH FAF=Bottom (Insurance)
CONS(51): 0.05% Top=BC GPK PVH BLL FL ECL LULU HBI ….. EPC PAY CRI VFC WHR SPB ENR KATE=Bottom (Consumer)
RETA(63): 0.05% Top=GME BURL PIR SIG DLTR BLDR CPRT FINL ….. GES CHS ANF W ASNA LL RH URBN=Bottom (Retail & Specialty Retail)
COSW(83): -0.00% Top=VEEV ATHM SINA SYNT EA FEYE WUBA HPE ….. ZEN GOOG EQIX CRM TWLO SPLK TWTR CTSH=Bottom (Computer Software/Internet)
ELEC(51): -0.07% Top=ON ADI AMD KEYS JBL AMBA OCLR TER ….. FSLR SPWR FIT HIMX KLAC MXL CSIQ PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.07% Top=MOS IFF SHW EMN APD PAH PPG ASH ….. RPM DD AXTA AGU POT CF ALB WLK=Bottom (Chemicals/Fertilizers)
ENER(89): -0.11% Top=BBG SN PSXP EEP EOG TLLP COG APA ….. OII LPI FTI PBF DK REN HFC MDU=Bottom (Energy)
COHW(39): -0.37% Top=VSAT MSI FNSR UBNT COMM SSYS VZ VRSN ….. INFN AAPL ACIA WDC CCI PSTG CTL HPQ=Bottom (Computer Hardware/Telecom)
REAL(100): -0.87% Top=HASI BXMT ALLY NLY CSAL OUT LHO AMH ….. SPG STOR VER VTR ESS WPG AVB EQR=Bottom (Real Estate)
META(29): -3.03% Top=FMSA CNX FCX SLCA ARNC TCK CCJ AKS ….. AGI AEM NEM PAAS AG CDE SSRI TAHO=Bottom (Metals & Mining)

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 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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