daytrend

11/25/2016

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 1:15 pm ET
by daytrend on 20161125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161125 1:15 pm ET)
37.9% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
5.0% are below yesterday’s low.
57.1% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).

EVIDENCE OF INTRADAY TREND (20161125 1:15 pm ET)
58.0% of stocks are above today’s open. (39.9% are below).
53.5% of stocks are above today’s open and yesterday’s close.
30.3% 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 1:15 pm ET)
19.6% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
61.8% are in the top half. 38.2% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20161125 1:15 pm ET)
65.6% of stocks are above yesterday’s close. (34.4% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.3% are up 3.5% or more. 0.8% are down 3.5% or more.
73.7% are between +1% and -1%.

RSI on DAILY (20161125 1:15 pm ET)
2-day: >=95:18.2%…>=90:29.8%…>=80:45.0%…>=50:77.9%…<=20:4.1%…<=10:1.0%…<=5:0.2%…
9-day: >=95:0.1%…>=90:1.1%…>=80:13.9%…>=50:82.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:6.2%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161125 1:15 pm ET)
37.9% above previous 1 highs, 5.0% below previous 1 lows
28.4% above previous 2 highs, 2.6% below previous 2 lows
25.4% above previous 3 highs, 2.1% below previous 3 lows
24.1% above previous 4 highs, 1.0% below previous 4 lows
22.0% above previous 5 highs, 0.8% below previous 5 lows
20.2% above previous 6 highs, 0.7% below previous 6 lows
17.9% above previous 7 highs, 0.5% below previous 7 lows
16.6% above previous 8 highs, 0.2% below previous 8 lows
15.8% above previous 9 highs, 0.1% below previous 9 lows
15.1% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161125 1:15 pm ET)
65.6% are above or equal to 11/23 close (1 days ago), 34.4% are below.
70.4% are above or equal to 11/22 close (2 days ago), 29.6% are below.
73.3% are above or equal to 11/21 close (3 days ago), 26.7% are below.
82.7% are above or equal to 11/18 close (4 days ago), 17.3% are below.
80.7% are above or equal to 11/17 close (5 days ago), 19.3% are below.
82.7% are above or equal to 11/16 close (6 days ago), 17.3% are below.
78.6% are above or equal to 11/15 close (7 days ago), 21.4% are below.
80.0% are above or equal to 11/14 close (8 days ago), 20.0% are below.
86.4% are above or equal to 11/11 close (9 days ago), 13.6% are below.
84.7% are above or equal to 11/10 close (10 days ago), 15.3% are below.
82.7% are above or equal to 11/9 close (11 days ago), 17.3% are below.
80.4% are above or equal to 11/8 close (12 days ago), 19.6% are below.
80.5% are above or equal to 11/7 close (13 days ago), 19.5% are below.
86.4% are above or equal to 11/4 close (14 days ago), 13.6% are below.
86.8% are above or equal to 11/3 close (15 days ago), 13.2% are below.
85.1% are above or equal to 11/2 close (16 days ago), 14.9% are below.
81.6% are above or equal to 11/1 close (17 days ago), 18.4% are below.
77.3% are above or equal to 10/31 close (18 days ago), 22.7% are below.
77.2% are above or equal to 10/28 close (19 days ago), 22.8% are below.
76.6% are above or equal to 10/27 close (20 days ago), 23.4% 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 1:15 pm ET)
20d: 22.9% new highs, 0.2% new lows
21d: 22.2% new highs, 0.2% new lows
42d: 17.4% new highs, 0.1% new lows
63d: 15.2% new highs, 0.1% new lows
126d: 12.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161125 1:15 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 69.0% above, 31.0% below
4-day: 74.5% above, 25.5% below
5-day: 79.6% above, 20.4% below
8-day: 82.8% above, 17.2% below
10-day: 85.5% above, 14.5% below
20-day: 83.9% above, 16.1% below
50-day: 70.9% above, 29.1% below
200-day: 71.0% above, 29.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161125 1:15 pm ET)
COHW(39): 0.79% Top=ACIA S WIN HPQ ZAYO VRSN PANW CSCO ….. QCOM TDC VG FNSR VIAV ANET INFN SSYS=Bottom (Computer Hardware/Telecom)
MATE(25): 0.72% Top=VMC SRCL PHM OC USG FLR TOL TPH ….. PWR FAST DHI CAA DAR SUM WCN MDR=Bottom (Materials & Construction)
REAL(98): 0.65% Top=CLNY NRF MGP CONE EDR PEB ELS CUZ ….. MAC SLG PGRE CUBE KRC CBG HCP ALLY=Bottom (Real Estate)
LEIS(35): 0.56% Top=H RRR WEN BYD SHAK SONC HLT QSR ….. STAY JACK CMG EAT SBUX PNRA WYN BLMN=Bottom (Leisure)
HEAL(50): 0.49% Top=MD RMD VWR ZBH BDX TFX BCR OPK ….. MOH DVA THC UNH WCG PKI EW ELGX=Bottom (Health)
META(30): 0.38% Top=CLF AEM AKS HL NEM ARNC AG ABX ….. TAHO FNV CNX AGI FCX SLW SSRI FMSA=Bottom (Metals & Mining)
INSU(35): 0.34% Top=FNF CINF VR MTG XL WRB ORI AFSI ….. CNO LNC ALL RDN BRO HIG UNM L=Bottom (Insurance)
MANU(41): 0.31% Top=MIDD DE AOS SWK BWXT CFX SNA ROK ….. ZBRA TEX ATI CAT ROP ITT DDD MRC=Bottom (Manufacturing)
ELEC(51): 0.29% Top=CSIQ SPWR FSLR CREE TRMB KEYS MU AYI ….. PI SIMO LSCC SWKS HIMX FIT AMKR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.25% Top=SERV MYGN HRB R MA RHI CTAS AL ….. XRS ATHN RBA AMN HRI YY KBR CXW=Bottom (Diversified Services)
CONS(50): 0.22% Top=TPX KS CLX HAS MAT EL KMB PG ….. HBI FL UA BLL OI FOSL KATE SKX=Bottom (Consumer)
FINA(91): 0.22% Top=ARCC KKR NSAM BX BAC PSEC APO ACAS ….. FITB PB SYF KEY NAVI YRD WETF OMF=Bottom (Banks/Financials)
COSW(80): 0.14% Top=CTSH SQ BITA WUBA SINA PTC XRX SPLK ….. YELP HPE TWLO WB NTES MTCH VIPS TTD=Bottom (Computer Software/Internet)
TRAN(28): 0.03% Top=JBHT AAL CNI ODFL CSX FDX UNP SWFT ….. ALK KSU WAB NAT XPO TK BRS EGLE=Bottom (Transportation)
CHEM(27): 0.02% Top=DD SHW CF AXTA APD WLK PPG POT ….. MOS HUN FMC PAH TROX CC CE EMN=Bottom (Chemicals/Fertilizers)
RETA(63): -0.37% Top=BLDR KORS LOW PAG WMT DKS KR CVS ….. KSS TIF JCP M MELI URBN PIR GPS=Bottom (Retail & Specialty Retail)
ENER(88): -1.20% Top=REN MDU MPC BPL TSO DK VVV NFG ….. DO MRO BBG CXO OAS CRC ATW SN=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 1:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: