daytrend

11/23/2016

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 1:41 pm ET
by daytrend on 20161123. 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 (20161123 1:41 pm ET)
31.5% of stocks are above yesterday’s high.
67.7% are above yesterday’s midpoint. (32.3% are below.)
10.5% are below yesterday’s low.
58.0% are inside yesterday’s range.
51.2% of stocks with today’s high > yesterday’s high. (48.8% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND (20161123 1:41 pm ET)
70.7% of stocks are above today’s open. (28.0% are below).
56.9% of stocks are above today’s open and yesterday’s close.
24.6% are below both.
7.7% of stocks opened above yesterday’s high.
25.8% 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 1:41 pm ET)
22.6% of stocks are in the top 10% of today’s range.
37.9% are in the top 20%.
71.4% are in the top half. 28.6% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20161123 1:41 pm ET)
61.6% of stocks are above yesterday’s close. (38.4% are below.)
1.4% are up 4.5% or more. 1.2% are down 4.5% or more.
2.3% are up 3.5% or more. 1.7% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20161123 1:41 pm ET)
2-day: >=95:19.2%…>=90:30.5%…>=80:45.8%…>=50:73.7%…<=20:5.9%…<=10:2.0%…<=5:0.9%…
9-day: >=95:0.1%…>=90:1.6%…>=80:14.1%…>=50:79.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:6.5%…>=50:75.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161123 1:41 pm ET)
31.5% above previous 1 highs, 10.5% below previous 1 lows
27.1% above previous 2 highs, 5.6% below previous 2 lows
25.3% above previous 3 highs, 3.2% below previous 3 lows
23.0% above previous 4 highs, 2.5% below previous 4 lows
21.9% above previous 5 highs, 2.0% below previous 5 lows
20.3% above previous 6 highs, 1.7% below previous 6 lows
18.5% above previous 7 highs, 0.8% below previous 7 lows
18.1% above previous 8 highs, 0.6% below previous 8 lows
16.9% above previous 9 highs, 0.6% below previous 9 lows
16.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161123 1:41 pm ET)
61.6% are above or equal to 11/22 close (1 days ago), 38.4% are below.
70.2% are above or equal to 11/21 close (2 days ago), 29.8% are below.
78.1% are above or equal to 11/18 close (3 days ago), 21.9% are below.
74.9% are above or equal to 11/17 close (4 days ago), 25.1% are below.
78.6% are above or equal to 11/16 close (5 days ago), 21.4% are below.
72.9% are above or equal to 11/15 close (6 days ago), 27.1% are below.
76.6% are above or equal to 11/14 close (7 days ago), 23.4% are below.
84.7% are above or equal to 11/11 close (8 days ago), 15.3% are below.
82.3% are above or equal to 11/10 close (9 days ago), 17.7% are below.
80.7% are above or equal to 11/9 close (10 days ago), 19.3% are below.
78.1% are above or equal to 11/8 close (11 days ago), 21.9% are below.
79.5% are above or equal to 11/7 close (12 days ago), 20.5% are below.
85.7% are above or equal to 11/4 close (13 days ago), 14.3% are below.
86.8% are above or equal to 11/3 close (14 days ago), 13.2% are below.
83.5% are above or equal to 11/2 close (15 days ago), 16.5% are below.
81.2% are above or equal to 11/1 close (16 days ago), 18.8% are below.
76.9% are above or equal to 10/31 close (17 days ago), 23.1% are below.
77.8% are above or equal to 10/28 close (18 days ago), 22.2% are below.
76.2% are above or equal to 10/27 close (19 days ago), 23.8% are below.
72.3% are above or equal to 10/26 close (20 days ago), 27.7% are below.
70.3% are above or equal to 10/25 close (21 days ago), 29.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161123 1:41 pm ET)
20d: 25.8% new highs, 1.2% new lows
21d: 25.7% new highs, 1.2% new lows
42d: 20.3% new highs, 1.1% new lows
63d: 17.8% new highs, 1.1% new lows
126d: 15.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161123 1:41 pm ET)
2-day: 60.7% above, 39.3% below
3-day: 68.7% above, 31.3% below
4-day: 74.0% above, 26.0% below
5-day: 75.1% above, 24.9% below
8-day: 78.8% above, 21.2% below
10-day: 82.2% above, 17.8% below
20-day: 82.2% above, 17.8% below
50-day: 70.1% above, 29.9% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161123 1:41 pm ET)
TRAN(29): 1.50% Top=EGLE XPO DRYS SWFT TRN TK ODFL JBHT ….. AAL WAB NAT NSC CNI LUV CSX CP=Bottom (Transportation)
MANU(42): 1.12% Top=DE TEX AGCO CAT ITT KMT MWA LECO ….. FLS TTC AME DCI PNR SWK LII SNA=Bottom (Manufacturing)
HEAL(50): 0.81% Top=OPK ELGX IRWD ABT PKI MOH WCG EW ….. BKD AET NUVA COO EVHC AMSG ACHC PRXL=Bottom (Health)
ENER(89): 0.73% Top=HLX BBG RRC SN RICE SWN NBR ATW ….. TSO PAGP REN OKS NFG HFC PBF MDU=Bottom (Energy)
MATE(25): 0.72% Top=DAR FLR TPH PWR SUM KBH MDR FAST ….. EXP SRCL WM USG RSG MAS WCN WY=Bottom (Materials & Construction)
FINA(91): 0.52% Top=WETF NAVI SYF COF SCHW OMF AMTD KEY ….. NSAM LM SEIC RJF LAZ PYPL JNS BX=Bottom (Banks/Financials)
LEIS(35): 0.48% Top=WYNN BYD LQ SEAS TXRH CCL EAT STAY ….. RCL ARMK JACK LVS BLMN MGM EXPE H=Bottom (Leisure)
DISV(46): 0.48% Top=URI KBR JEC R HRI YY CXW FDC ….. V AMN ALLE G SBAC MA PCLN INFO=Bottom (Diversified Services)
RETA(63): 0.45% Top=GME BURL TIF SIG PIR KAR MIK BLDR ….. AMZN EBAY GES BIG CHS RH LL URBN=Bottom (Retail & Specialty Retail)
ELEC(51): 0.39% Top=ON AMBA KEYS TRMB WAT IDTI JBL ADI ….. MRVL OCLR INTC SWKS LSCC KLAC PI MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.21% Top=PAH FMC TROX SHW CC ASH PPG PX ….. ALB HUN DOW DD WLK CF AGU POT=Bottom (Chemicals/Fertilizers)
CONS(51): 0.20% Top=BC GPK GT BLL FL SKX MAT COTY ….. UA RL NKE CRI SPB VFC ENR KATE=Bottom (Consumer)
INSU(35): 0.18% Top=AGO UNM HIG AFSI AWH AJG BRO RDN ….. ORI RGA CNO XL MMC CLGX WLTW FNF=Bottom (Insurance)
COSW(83): 0.15% Top=VEEV TTD SINA VIPS WUBA EA TTWO HPE ….. ZEN EQIX PFPT CRM TWTR CTSH SPLK TWLO=Bottom (Computer Software/Internet)
COHW(39): -0.21% Top=GOGO VSAT VZ VIAV CIEN UBNT FNSR WIN ….. WDC ACIA STX CCI BBRY PSTG CTL HPQ=Bottom (Computer Hardware/Telecom)
REAL(100): -0.53% Top=GEO ALLY CBL SC SHO PDM OUT GPT ….. EDR ACC EQR ESS VTR AVB JLL DLR=Bottom (Real Estate)
META(30): -1.21% Top=CLD FCX CLF FMSA ARNC AKS TCK X ….. SWC ABX NEM PAAS AEM SSRI AG CDE=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 1:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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