daytrend

11/29/2016

Filed under: Market Stats — daytrend @ 1:04 pm

Market Stats at 1:04 pm ET
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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 (20161129 1:04 pm ET)
22.3% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
24.6% are below yesterday’s low.
53.0% are inside yesterday’s range.
37.3% of stocks with today’s high > yesterday’s high. (62.7% less than).
50.5% of stocks with today’s low < yesterday’s low. (49.5% greater than).

EVIDENCE OF INTRADAY TREND (20161129 1:04 pm ET)
63.3% of stocks are above today’s open. (35.4% are below).
52.4% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
2.6% of stocks opened above yesterday’s high.
47.9% of stocks opened above yesterday’s close. (47.9% opened below yesterday’s close).
21.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161129 1:04 pm ET)
15.4% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
63.1% are in the top half. 36.9% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20161129 1:04 pm ET)
58.9% of stocks are above yesterday’s close. (41.1% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
1.2% are up 3.5% or more. 3.2% are down 3.5% or more.
59.3% are between +1% and -1%.

RSI on DAILY (20161129 1:04 pm ET)
2-day: >=95:7.7%…>=90:14.8%…>=80:24.4%…>=50:48.9%…<=20:25.5%…<=10:13.2%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.1%…>=50:73.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:72.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 1:04 pm ET)
22.3% above previous 1 highs, 24.6% below previous 1 lows
18.4% above previous 2 highs, 23.0% below previous 2 lows
17.5% above previous 3 highs, 18.9% below previous 3 lows
15.0% above previous 4 highs, 15.7% below previous 4 lows
14.3% above previous 5 highs, 14.4% below previous 5 lows
13.8% above previous 6 highs, 11.3% below previous 6 lows
12.8% above previous 7 highs, 10.4% below previous 7 lows
12.4% above previous 8 highs, 9.1% below previous 8 lows
10.9% above previous 9 highs, 7.0% below previous 9 lows
10.4% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 1:04 pm ET)
58.9% are above or equal to 11/28 close (1 days ago), 41.1% are below.
37.1% are above or equal to 11/25 close (2 days ago), 62.9% are below.
42.6% are above or equal to 11/23 close (3 days ago), 57.4% are below.
51.9% are above or equal to 11/22 close (4 days ago), 48.1% are below.
58.9% are above or equal to 11/21 close (5 days ago), 41.1% are below.
67.2% are above or equal to 11/18 close (6 days ago), 32.8% are below.
67.3% are above or equal to 11/17 close (7 days ago), 32.7% are below.
72.8% are above or equal to 11/16 close (8 days ago), 27.2% are below.
67.1% are above or equal to 11/15 close (9 days ago), 32.9% are below.
71.9% are above or equal to 11/14 close (10 days ago), 28.1% are below.
80.9% are above or equal to 11/11 close (11 days ago), 19.1% are below.
78.6% are above or equal to 11/10 close (12 days ago), 21.4% are below.
77.1% are above or equal to 11/9 close (13 days ago), 22.9% are below.
78.1% are above or equal to 11/8 close (14 days ago), 21.9% are below.
78.6% are above or equal to 11/7 close (15 days ago), 21.4% are below.
86.2% are above or equal to 11/4 close (16 days ago), 13.8% are below.
85.5% are above or equal to 11/3 close (17 days ago), 14.5% are below.
83.8% are above or equal to 11/2 close (18 days ago), 16.2% are below.
79.2% are above or equal to 11/1 close (19 days ago), 20.8% are below.
75.6% are above or equal to 10/31 close (20 days ago), 24.4% are below.
75.0% are above or equal to 10/28 close (21 days ago), 25.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 1:04 pm ET)
20d: 13.6% new highs, 1.6% new lows
21d: 13.5% new highs, 1.5% new lows
42d: 9.6% new highs, 1.3% new lows
63d: 7.1% new highs, 1.2% new lows
126d: 6.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 1:04 pm ET)
2-day: 58.2% above, 41.8% below
3-day: 43.6% above, 56.4% below
4-day: 43.4% above, 56.6% below
5-day: 45.6% above, 54.4% below
8-day: 55.6% above, 44.4% below
10-day: 61.9% above, 38.1% below
20-day: 79.1% above, 20.9% below
50-day: 67.3% above, 32.7% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 1:04 pm ET)
HEAL(50): 1.04% Top=EVHC CNC AMSG UNH WCG NUVA MOH SYK ….. BKD OPK HRC ELGX IART THC BAX DXCM=Bottom (Health)
REAL(97): 0.95% Top=MAA GPT TWO APLE VER DLR ACC EDR ….. CLNY AMH MPW KIM BAM CSAL ALLY SC=Bottom (Real Estate)
CHEM(27): 0.60% Top=CC PAH ALB SMG ASH RPM IFF PX ….. AGU DOW GRA POT OLN MOS WLK CF=Bottom (Chemicals/Fertilizers)
MATE(25): 0.60% Top=USG TPH DHI PHM CAA KBH MLM VMC ….. RSG WCN OC EXP WY MDR DAR FLR=Bottom (Materials & Construction)
FINA(90): 0.41% Top=YRD OZRK CFG WBS HOMB WAL EWBC CMA ….. IVZ WDR KKR NAVI OMF PSEC AMG JNS=Bottom (Banks/Financials)
COSW(78): 0.39% Top=JD TTD EA TEAM VEEV ATHM MTCH BIDU ….. TRIP SABR MDRX TWLO NUAN CERN WUBA SSNC=Bottom (Computer Software/Internet)
TRAN(28): 0.27% Top=SAVE SWFT CSX XPO JBHT CHRW AAL ALK ….. WAB EXPD TRN TK KSU NAT EGLE BRS=Bottom (Transportation)
COHW(38): 0.26% Top=VG S COMM CIEN WDC TMUS CCI HPQ ….. LVLT VRSN ACIA TDC CTL PANW SSYS WIN=Bottom (Computer Hardware/Telecom)
CONS(50): 0.17% Top=BERY TUP ENR CRI LULU HAS GT BC ….. PVH KATE UA VFC RL PBI WWW SKX=Bottom (Consumer)
INSU(35): 0.11% Top=AGO RDN ORI LNC CINF AON TMK AFL ….. AFSI BRO AWH WLTW FNF HIG XL ALL=Bottom (Insurance)
DISV(46): 0.06% Top=HRB LDOS PAYX AMN YY BAH WOOF RHI ….. GPN ROL AL ADS MMS XRS KBR ATHN=Bottom (Diversified Services)
RETA(62): 0.02% Top=TIF JCP RH BURL LL DKS SPLS BABA ….. KR FINL M CHS DSW GME SFM ASNA=Bottom (Retail & Specialty Retail)
ELEC(50): -0.01% Top=AMD CAVM BRKR WAT SIMO AVGO XLNX FLEX ….. MSCC GRMN AMBA MU CSIQ FIT SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): -0.02% Top=MAR CCL QSR GPRO RCL YUM DNKN MGM ….. LQ SEAS MCD DRI EAT WYNN SONC ZOES=Bottom (Leisure)
MANU(41): -0.38% Top=ZBRA ROK SWK LECO MHK MWA ITW DCI ….. DOV DDD DE CFX MRC ITT FLS ATI=Bottom (Manufacturing)
META(30): -0.73% Top=AG SWC AGI HL CNX RGLD PAAS AKS ….. SCCO TCK ARNC SLCA CENX FCX FMSA CLF=Bottom (Metals & Mining)
ENER(87): -2.05% Top=AR COG ETE MDU XEC VLO NFG PBF ….. APC CLR RDC WPX RIG ATW DO 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 1:04 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

Blog at WordPress.com.

%d bloggers like this: