daytrend

11/29/2016

Filed under: Market Stats — daytrend @ 11:07 am

Market Stats at 11:07 am ET
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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

COMPARED TO YESTERDAY’S RANGE (20161129 11:07 am ET)
16.1% of stocks are above yesterday’s high.
45.4% are above yesterday’s midpoint. (54.6% are below.)
22.8% are below yesterday’s low.
61.1% are inside yesterday’s range.
31.3% of stocks with today’s high > yesterday’s high. (68.7% less than).
46.8% of stocks with today’s low < yesterday’s low. (53.2% greater than).

EVIDENCE OF INTRADAY TREND (20161129 11:07 am ET)
63.7% of stocks are above today’s open. (35.2% are below).
52.4% of stocks are above today’s open and yesterday’s close.
27.7% are below both.
2.6% of stocks opened above yesterday’s high.
47.9% of stocks opened above yesterday’s close. (47.8% opened below yesterday’s close).
21.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161129 11:07 am ET)
14.5% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
63.4% are in the top half. 36.6% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20161129 11:07 am ET)
60.8% of stocks are above yesterday’s close. (39.2% are below.)
0.5% are up 4.5% or more. 1.5% are down 4.5% or more.
0.8% are up 3.5% or more. 3.6% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY (20161129 11:07 am ET)
2-day: >=95:7.0%…>=90:12.5%…>=80:21.0%…>=50:48.6%…<=20:21.7%…<=10:12.6%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.5%…>=50:72.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:70.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 11:07 am ET)
16.1% above previous 1 highs, 22.8% below previous 1 lows
12.8% above previous 2 highs, 20.3% below previous 2 lows
12.4% above previous 3 highs, 16.6% below previous 3 lows
11.5% above previous 4 highs, 14.6% below previous 4 lows
10.8% above previous 5 highs, 13.4% below previous 5 lows
10.5% above previous 6 highs, 11.0% below previous 6 lows
9.9% above previous 7 highs, 10.3% below previous 7 lows
9.8% above previous 8 highs, 9.0% below previous 8 lows
8.4% above previous 9 highs, 7.7% below previous 9 lows
7.9% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 11:07 am ET)
60.8% are above or equal to 11/28 close (1 days ago), 39.2% are below.
33.3% are above or equal to 11/25 close (2 days ago), 66.7% are below.
42.0% are above or equal to 11/23 close (3 days ago), 58.0% are below.
51.6% are above or equal to 11/22 close (4 days ago), 48.4% are below.
58.2% are above or equal to 11/21 close (5 days ago), 41.8% are below.
67.8% are above or equal to 11/18 close (6 days ago), 32.2% are below.
66.7% are above or equal to 11/17 close (7 days ago), 33.3% are below.
71.3% are above or equal to 11/16 close (8 days ago), 28.7% are below.
67.1% are above or equal to 11/15 close (9 days ago), 32.9% are below.
71.6% are above or equal to 11/14 close (10 days ago), 28.4% are below.
80.0% are above or equal to 11/11 close (11 days ago), 20.0% are below.
77.5% are above or equal to 11/10 close (12 days ago), 22.5% are below.
76.1% are above or equal to 11/9 close (13 days ago), 23.9% are below.
76.9% are above or equal to 11/8 close (14 days ago), 23.1% are below.
77.8% are above or equal to 11/7 close (15 days ago), 22.2% are below.
85.4% are above or equal to 11/4 close (16 days ago), 14.6% are below.
84.9% are above or equal to 11/3 close (17 days ago), 15.1% are below.
83.4% are above or equal to 11/2 close (18 days ago), 16.6% are below.
78.4% are above or equal to 11/1 close (19 days ago), 21.6% are below.
75.3% are above or equal to 10/31 close (20 days ago), 24.7% are below.
74.8% are above or equal to 10/28 close (21 days ago), 25.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 11:07 am ET)
20d: 10.6% new highs, 1.3% new lows
21d: 10.6% new highs, 1.1% new lows
42d: 7.1% new highs, 0.9% new lows
63d: 6.0% new highs, 0.8% new lows
126d: 4.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 11:07 am ET)
2-day: 59.1% above, 40.9% below
3-day: 42.9% above, 57.1% below
4-day: 41.6% above, 58.4% below
5-day: 44.1% above, 55.9% below
8-day: 57.4% above, 42.6% below
10-day: 62.9% above, 37.1% below
20-day: 78.0% above, 22.0% below
50-day: 66.3% above, 33.7% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 11:07 am ET)
HEAL(50): 0.81% Top=UNH EVHC AMSG SYK CNC MOH RMD NUVA ….. TMO TFX IART OPK STE BAX THC DXCM=Bottom (Health)
REAL(97): 0.73% Top=MAA DLR EDR SNH CONE HST GPT PEB ….. AMT BAM EXR PSA SC ALLY KIM AMH=Bottom (Real Estate)
FINA(90): 0.71% Top=YRD CFG BOFI HOMB WBS CMA EWBC OZRK ….. AXP AMG LAZ NAVI KKR OMF PSEC JNS=Bottom (Banks/Financials)
RETA(63): 0.49% Top=TIF JCP PIR DKS SPLS RH LL W ….. URBN KR FINL GME BLDR ANF SFM ASNA=Bottom (Retail & Specialty Retail)
INSU(35): 0.34% Top=AGO RDN ORI MTG LNC TMK UNM AFL ….. BRO WLTW AFSI CLGX SLF HIG XL ALL=Bottom (Insurance)
MATE(25): 0.31% Top=USG VMC KBH PHM DHI TPH FAST CAA ….. OC WY SRCL WCN EXP FLR DAR MDR=Bottom (Materials & Construction)
COHW(38): 0.24% Top=WDC STX CIEN S COMM FNSR HPQ INFN ….. VZ AAPL CTL TDC ZAYO ACIA PANW WIN=Bottom (Computer Hardware/Telecom)
COSW(78): 0.17% Top=JD EA ATHM VEEV AKAM HPE MDSO TWTR ….. ZEN WUBA NOW NUAN NTNX SSNC TWLO VIPS=Bottom (Computer Software/Internet)
CONS(50): 0.13% Top=BERY LULU CRI KS TPX BC GT HAS ….. FOSL HBI KMB RL KATE PBI WWW SKX=Bottom (Consumer)
LEIS(35): 0.12% Top=GPRO CCL MAR HLT RCL BLMN RRR YUM ….. WEN ZOES CMG SONC EAT MCD WYNN DRI=Bottom (Leisure)
ELEC(50): 0.10% Top=CAVM AMD BRKR FLEX XLNX WAT CGNX MU ….. TER LSCC KEYS GRMN FIT CSIQ SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 0.09% Top=SAVE XPO ALK AAL JBLU UAL DAL CSX ….. EXPD WAB TK TRN KSU EGLE NAT BRS=Bottom (Transportation)
DISV(46): -0.01% Top=LDOS AMN HRB PAYX MYGN WOOF RHI URI ….. ROL CXW MMS XRS KBR GPN MAN ATHN=Bottom (Diversified Services)
CHEM(27): -0.04% Top=SMG CC PAH SHW CE AXTA MON ASH ….. GRA DOW APD CF OLN PX MOS WLK=Bottom (Chemicals/Fertilizers)
MANU(41): -0.35% Top=MWA ZBRA WWD MHK LECO HUBB DDD PH ….. KMT DOV CFX DE ITT MRC FLS ATI=Bottom (Manufacturing)
META(30): -1.74% Top=CNX SWC HL NEM FNV PAAS NUE AGI ….. SLW SLCA ARNC X FCX CENX FMSA CLF=Bottom (Metals & Mining)
ENER(87): -2.34% Top=AR MDU VLO PBF VVV GPOR HFC EEP ….. MTDR WLL CLR SPN WPX DO RIG ATW=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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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