daytrend

11/28/2016

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 1:22 pm ET
by daytrend on 20161128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE (20161128 1:22 pm ET)
15.3% of stocks are above yesterday’s high.
34.1% are above yesterday’s midpoint. (65.9% are below.)
42.6% are below yesterday’s low.
42.1% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
66.2% of stocks with today’s low < yesterday’s low. (33.8% greater than).

EVIDENCE OF INTRADAY TREND (20161128 1:22 pm ET)
37.5% of stocks are above today’s open. (61.1% are below).
26.3% of stocks are above today’s open and yesterday’s close.
57.8% are below both.
8.6% of stocks opened above yesterday’s high.
29.2% of stocks opened above yesterday’s close. (67.2% opened below yesterday’s close).
14.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161128 1:22 pm ET)
7.0% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
39.7% are in the top half. 60.3% of stocks are in the bottom half of today’s range.
20.7% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20161128 1:22 pm ET)
30.8% of stocks are above yesterday’s close. (69.2% are below.)
0.3% are up 4.5% or more. 1.0% are down 4.5% or more.
1.3% are up 3.5% or more. 2.7% are down 3.5% or more.
56.3% are between +1% and -1%.

RSI on DAILY (20161128 1:22 pm ET)
2-day: >=95:7.2%…>=90:12.1%…>=80:21.6%…>=50:42.1%…<=20:16.8%…<=10:4.6%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:6.2%…>=50:78.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:75.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161128 1:22 pm ET)
15.3% above previous 1 highs, 42.6% below previous 1 lows
12.6% above previous 2 highs, 23.3% below previous 2 lows
9.6% above previous 3 highs, 14.0% below previous 3 lows
9.2% above previous 4 highs, 10.1% below previous 4 lows
8.9% above previous 5 highs, 5.6% below previous 5 lows
8.1% above previous 6 highs, 4.1% below previous 6 lows
8.0% above previous 7 highs, 3.5% below previous 7 lows
7.0% above previous 8 highs, 3.0% below previous 8 lows
6.8% above previous 9 highs, 2.7% below previous 9 lows
6.5% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161128 1:22 pm ET)
30.8% are above or equal to 11/25 close (1 days ago), 69.2% are below.
40.2% are above or equal to 11/23 close (2 days ago), 59.8% are below.
53.1% are above or equal to 11/22 close (3 days ago), 46.9% are below.
60.8% are above or equal to 11/21 close (4 days ago), 39.2% are below.
72.5% are above or equal to 11/18 close (5 days ago), 27.5% are below.
70.7% are above or equal to 11/17 close (6 days ago), 29.3% are below.
75.4% are above or equal to 11/16 close (7 days ago), 24.6% are below.
70.4% are above or equal to 11/15 close (8 days ago), 29.6% are below.
75.5% are above or equal to 11/14 close (9 days ago), 24.5% are below.
83.4% are above or equal to 11/11 close (10 days ago), 16.6% are below.
81.7% are above or equal to 11/10 close (11 days ago), 18.3% are below.
79.7% are above or equal to 11/9 close (12 days ago), 20.3% are below.
79.1% are above or equal to 11/8 close (13 days ago), 20.9% are below.
79.7% are above or equal to 11/7 close (14 days ago), 20.3% are below.
85.7% are above or equal to 11/4 close (15 days ago), 14.3% are below.
85.2% are above or equal to 11/3 close (16 days ago), 14.8% are below.
84.0% are above or equal to 11/2 close (17 days ago), 16.0% are below.
80.4% are above or equal to 11/1 close (18 days ago), 19.6% are below.
76.7% are above or equal to 10/31 close (19 days ago), 23.3% are below.
76.5% are above or equal to 10/28 close (20 days ago), 23.5% are below.
75.6% are above or equal to 10/27 close (21 days ago), 24.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161128 1:22 pm ET)
20d: 13.7% new highs, 0.9% new lows
21d: 13.2% new highs, 0.8% new lows
42d: 8.9% new highs, 0.7% new lows
63d: 7.8% new highs, 0.6% new lows
126d: 6.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161128 1:22 pm ET)
2-day: 29.6% above, 70.4% below
3-day: 34.6% above, 65.4% below
4-day: 40.7% above, 59.3% below
5-day: 48.7% above, 51.3% below
8-day: 64.3% above, 35.7% below
10-day: 69.6% above, 30.4% below
20-day: 82.6% above, 17.4% below
50-day: 68.3% above, 31.7% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161128 1:22 pm ET)
META(31): 1.25% Top=FNV AG SSRI GG ABX SLW NEM RGLD ….. NUE SCCO FCX ARNC FMSA X AKS CENX=Bottom (Metals & Mining)
REAL(97): 0.43% Top=DRE PSA STOR UDR CUBE CIM AIV PLD ….. ALLY AMT CBG LHO PEB AGNC SC MPW=Bottom (Real Estate)
COSW(79): -0.23% Top=WB SINA NTES GRUB BIDU GOOG VEEV XRX ….. SPLK NTNX PFPT DATA NOW FEYE VIPS TTD=Bottom (Computer Software/Internet)
INSU(35): -0.41% Top=RDN MTG FAF TRV CLGX VR AXS CINF ….. PRU AJG WLTW AIG UNM MET TMK SLF=Bottom (Insurance)
ELEC(51): -0.51% Top=AMD FSLR AMKR FLEX CRUS SWKS QRVO AMBA ….. HIMX SIMO ON MXL OCLR LSCC AYI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): -0.52% Top=FNSR WDC T VZ TDC PSTG S TMUS ….. VRSN GOGO QCOM SSYS VSAT PANW CIEN ACIA=Bottom (Computer Hardware/Telecom)
LEIS(35): -0.62% Top=WYNN LQ MCD SBUX SONC WEN MGM STAY ….. HLT SHAK CMG RCL WYN JACK PNRA BLMN=Bottom (Leisure)
CHEM(27): -0.64% Top=PAH FMC APD AGU ALB POT MOS SHW ….. DD PPG EMN CE GRA ASH CC HUN=Bottom (Chemicals/Fertilizers)
CONS(50): -0.74% Top=UA BMS GIL AVY KMB CCK BLL EL ….. WHR HBI FBHS FOSL MAT HAS TPX TUP=Bottom (Consumer)
HEAL(50): -0.81% Top=RMD NUVA PRXL SYK BAX ESRX ZBH BCR ….. CNC ACHC A DXCM TMO IRWD THC VWR=Bottom (Health)
DISV(46): -0.96% Top=INFO CXW PCLN LDOS AMN VRSK SCI MCO ….. ACM FDC FLT MYGN R CAR YY HRB=Bottom (Diversified Services)
FINA(90): -1.02% Top=BMO OMF TD CBOE FHN PVTB BOFI NSAM ….. FRC FITB OZRK LM APO LAZ KKR BX=Bottom (Banks/Financials)
RETA(62): -1.07% Top=WBA BABA CVS TSCO AEO LB WFM MELI ….. BBY LL GME JWN URBN BLDR GNC JCP=Bottom (Retail & Specialty Retail)
MANU(41): -1.16% Top=LECO ITT GE MFS AGCO FLS TTC DHR ….. ATI BWXT MWA KMT TEX AME CMI DDD=Bottom (Manufacturing)
ENER(88): -1.16% Top=SWN RRC ATW MDU RICE COG GPOR COP ….. PE ETE SXL MTDR SN NBR REN CRC=Bottom (Energy)
TRAN(28): -1.20% Top=KSU CHRW LUV CNI CP UPS NSC EXPD ….. AAL SAVE WAB XPO ODFL JBLU EGLE BRS=Bottom (Transportation)
MATE(25): -1.58% Top=MDR RSG WM KBH WCN FAST TOL SRCL ….. MAS WY OC EXP USG MLM SUM VMC=Bottom (Materials & Construction)

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 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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