daytrend

11/25/2016

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 11:23 am ET
by daytrend on 20161125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

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

COMPARED TO YESTERDAY’S RANGE (20161125 11:23 am ET)
32.3% of stocks are above yesterday’s high.
69.9% are above yesterday’s midpoint. (30.1% are below.)
5.6% are below yesterday’s low.
62.1% are inside yesterday’s range.
59.2% of stocks with today’s high > yesterday’s high. (40.8% less than).
15.4% of stocks with today’s low < yesterday’s low. (84.6% greater than).

EVIDENCE OF INTRADAY TREND (20161125 11:23 am ET)
50.5% of stocks are above today’s open. (47.5% are below).
47.1% of stocks are above today’s open and yesterday’s close.
36.7% are below both.
20.8% of stocks opened above yesterday’s high.
60.9% of stocks opened above yesterday’s close. (32.8% opened below yesterday’s close).
1.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161125 11:23 am ET)
10.9% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
11.7% are in the bottom 10%.

GAIN (20161125 11:23 am ET)
59.4% of stocks are above yesterday’s close. (40.6% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.6% are down 3.5% or more.
76.6% are between +1% and -1%.

RSI on DAILY (20161125 11:23 am ET)
2-day: >=95:14.0%…>=90:24.5%…>=80:39.1%…>=50:73.1%…<=20:4.1%…<=10:0.9%…<=5:0.1%…
9-day: >=95:0.1%…>=90:1.4%…>=80:12.2%…>=50:82.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:5.0%…>=50:77.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161125 11:23 am ET)
32.3% above previous 1 highs, 5.6% below previous 1 lows
23.8% above previous 2 highs, 2.4% below previous 2 lows
21.6% above previous 3 highs, 1.8% below previous 3 lows
20.6% above previous 4 highs, 0.8% below previous 4 lows
18.2% above previous 5 highs, 0.6% below previous 5 lows
16.5% above previous 6 highs, 0.3% below previous 6 lows
15.3% above previous 7 highs, 0.1% below previous 7 lows
14.6% above previous 8 highs, 0.0% below previous 8 lows
13.8% above previous 9 highs, 0.0% below previous 9 lows
13.0% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161125 11:23 am ET)
59.4% are above or equal to 11/23 close (1 days ago), 40.6% are below.
68.3% are above or equal to 11/22 close (2 days ago), 31.7% are below.
71.7% are above or equal to 11/21 close (3 days ago), 28.3% are below.
82.1% are above or equal to 11/18 close (4 days ago), 17.9% are below.
78.8% are above or equal to 11/17 close (5 days ago), 21.2% are below.
82.0% are above or equal to 11/16 close (6 days ago), 18.0% are below.
76.9% are above or equal to 11/15 close (7 days ago), 23.1% are below.
78.8% are above or equal to 11/14 close (8 days ago), 21.2% are below.
86.1% are above or equal to 11/11 close (9 days ago), 13.9% are below.
83.9% are above or equal to 11/10 close (10 days ago), 16.1% are below.
81.9% are above or equal to 11/9 close (11 days ago), 18.1% are below.
79.8% are above or equal to 11/8 close (12 days ago), 20.2% are below.
80.2% are above or equal to 11/7 close (13 days ago), 19.8% are below.
86.8% are above or equal to 11/4 close (14 days ago), 13.2% are below.
87.0% are above or equal to 11/3 close (15 days ago), 13.0% are below.
84.9% are above or equal to 11/2 close (16 days ago), 15.1% are below.
81.8% are above or equal to 11/1 close (17 days ago), 18.2% are below.
77.4% are above or equal to 10/31 close (18 days ago), 22.6% are below.
77.2% are above or equal to 10/28 close (19 days ago), 22.8% are below.
76.9% are above or equal to 10/27 close (20 days ago), 23.1% are below.
73.0% are above or equal to 10/26 close (21 days ago), 27.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161125 11:23 am ET)
20d: 21.2% new highs, 0.1% new lows
21d: 20.5% new highs, 0.1% new lows
42d: 15.7% new highs, 0.1% new lows
63d: 13.6% new highs, 0.1% new lows
126d: 10.4% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161125 11:23 am ET)
2-day: 58.2% above, 41.8% below
3-day: 63.9% above, 36.1% below
4-day: 69.9% above, 30.1% below
5-day: 76.9% above, 23.1% below
8-day: 82.0% above, 18.0% below
10-day: 84.3% above, 15.7% below
20-day: 84.2% above, 15.8% below
50-day: 71.4% above, 28.6% below
200-day: 71.2% above, 28.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161125 11:23 am ET)
META(30): 0.88% Top=CLF HL AEM AKS X CDE GG AG ….. CCJ FCX FNV TCK SLW SSRI CNX FMSA=Bottom (Metals & Mining)
MATE(25): 0.64% Top=PHM SRCL VMC OC FLR LEN TPH KBH ….. EXP FAST PWR SUM WCN EME DAR MDR=Bottom (Materials & Construction)
REAL(98): 0.62% Top=NRF CLNY COR CUZ ACC ELS EDR CONE ….. RLGY EQR MAC SC KRC CBG HCP ALLY=Bottom (Real Estate)
LEIS(35): 0.57% Top=H WEN GPRO SHAK LQ HLT BYD STAY ….. SIX WYNN JACK WYN CMG DNKN BLMN PNRA=Bottom (Leisure)
COHW(39): 0.55% Top=ACIA WIN S VRSN ZAYO HPQ CTL CSCO ….. PSTG QCOM VG VIAV FNSR ANET INFN SSYS=Bottom (Computer Hardware/Telecom)
HEAL(50): 0.45% Top=RMD OPK BDX VWR ZBH BSX MD BCR ….. ANTM DVA UNH IRWD WCG PKI EW ELGX=Bottom (Health)
CHEM(27): 0.19% Top=TROX WLK CF ASH IFF SMG DD AXTA ….. GRA PPG EMN HUN OLN PAH CE CC=Bottom (Chemicals/Fertilizers)
COSW(80): 0.15% Top=WUBA BITA CTSH SQ XRX CDNS AZPN NOW ….. TTD WB GRUB EPAM YELP MTCH HPE NTES=Bottom (Computer Software/Internet)
CONS(50): 0.14% Top=TPX KS CLX KMB MAT TUP GT EL ….. HBI ECL BLL COTY FOSL OI SKX KATE=Bottom (Consumer)
ELEC(51): 0.08% Top=CSIQ FSLR SPWR CREE TRMB MU KEYS SNPS ….. AMKR MXL QRVO LSCC CRUS SWKS HIMX AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.08% Top=HRB SERV FDC MYGN G MA FLT JEC ….. FISV ATHN HRI ADS XRS KBR AMN CXW=Bottom (Diversified Services)
INSU(35): 0.07% Top=FNF VR AFSI CINF RGA WRB ORI AXS ….. AON HIG AFL TMK UNM L BRO LNC=Bottom (Insurance)
MANU(41): 0.06% Top=DE MIDD SNA AOS ROK CFX BWXT SWK ….. XYL MWA KMT CAT ROP ITT MRC DDD=Bottom (Manufacturing)
RETA(63): -0.09% Top=RH KORS KR BBBY DLTR ORLY WMT COST ….. FINL JCP TIF URBN GPS BID PIR MELI=Bottom (Retail & Specialty Retail)
FINA(91): -0.16% Top=BX NSAM ARCC APO PSEC JNS CBOE BAC ….. CMA FNB SIVB WETF PB NAVI KEY OMF=Bottom (Banks/Financials)
TRAN(28): -0.18% Top=SWFT AAL JBHT FDX CNI UNP ODFL TRN ….. GWR WAB KSU XPO TK NAT BRS EGLE=Bottom (Transportation)
ENER(88): -1.29% Top=MDU VVV NFG SWN MPC TSO OXY PBF ….. DVN LPI MRO BBG OAS SN ATW CRC=Bottom (Energy)

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 11:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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