daytrend

11/29/2016

Filed under: Market Stats — daytrend @ 2:55 pm

Market Stats at 2:54 pm ET
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20161129 2:54 pm ET)
25.5% of stocks are above yesterday’s high.
50.9% are above yesterday’s midpoint. (49.1% are below.)
23.2% are below yesterday’s low.
51.2% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
51.2% of stocks with today’s low < yesterday’s low. (48.8% greater than).

EVIDENCE OF INTRADAY TREND (20161129 2:54 pm ET)
67.5% of stocks are above today’s open. (31.2% are below).
56.6% of stocks are above today’s open and yesterday’s close.
26.6% 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 2:54 pm ET)
17.8% of stocks are in the top 10% of today’s range.
34.6% are in the top 20%.
67.4% are in the top half. 32.6% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20161129 2:54 pm ET)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
0.5% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.6% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20161129 2:54 pm ET)
2-day: >=95:8.4%…>=90:15.5%…>=80:25.2%…>=50:53.6%…<=20:24.4%…<=10:11.2%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.6%…>=50:74.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:72.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 2:54 pm ET)
25.5% above previous 1 highs, 23.2% below previous 1 lows
20.7% above previous 2 highs, 22.2% below previous 2 lows
19.3% above previous 3 highs, 18.5% below previous 3 lows
16.9% above previous 4 highs, 15.3% below previous 4 lows
16.1% above previous 5 highs, 13.7% below previous 5 lows
15.4% above previous 6 highs, 10.2% below previous 6 lows
14.2% above previous 7 highs, 9.2% below previous 7 lows
13.9% above previous 8 highs, 7.7% below previous 8 lows
12.4% above previous 9 highs, 6.0% below previous 9 lows
11.7% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 2:54 pm ET)
62.5% are above or equal to 11/28 close (1 days ago), 37.5% are below.
39.5% are above or equal to 11/25 close (2 days ago), 60.5% are below.
46.0% are above or equal to 11/23 close (3 days ago), 54.0% are below.
52.4% are above or equal to 11/22 close (4 days ago), 47.6% are below.
60.6% are above or equal to 11/21 close (5 days ago), 39.4% are below.
68.7% are above or equal to 11/18 close (6 days ago), 31.3% are below.
69.2% are above or equal to 11/17 close (7 days ago), 30.8% are below.
73.4% are above or equal to 11/16 close (8 days ago), 26.6% are below.
66.7% are above or equal to 11/15 close (9 days ago), 33.3% are below.
73.2% are above or equal to 11/14 close (10 days ago), 26.8% are below.
81.1% are above or equal to 11/11 close (11 days ago), 18.9% are below.
79.1% are above or equal to 11/10 close (12 days ago), 20.9% are below.
77.6% are above or equal to 11/9 close (13 days ago), 22.4% are below.
79.2% are above or equal to 11/8 close (14 days ago), 20.8% are below.
79.9% are above or equal to 11/7 close (15 days ago), 20.1% are below.
86.3% are above or equal to 11/4 close (16 days ago), 13.7% are below.
86.7% are above or equal to 11/3 close (17 days ago), 13.3% are below.
84.2% are above or equal to 11/2 close (18 days ago), 15.8% are below.
79.4% are above or equal to 11/1 close (19 days ago), 20.6% are below.
76.1% are above or equal to 10/31 close (20 days ago), 23.9% are below.
76.2% are above or equal to 10/28 close (21 days ago), 23.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 2:54 pm ET)
20d: 16.2% new highs, 1.6% new lows
21d: 16.1% new highs, 1.5% new lows
42d: 11.7% new highs, 1.3% new lows
63d: 9.1% new highs, 1.2% new lows
126d: 7.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 2:54 pm ET)
2-day: 61.4% above, 38.6% below
3-day: 47.1% above, 52.9% below
4-day: 46.1% above, 53.9% below
5-day: 48.1% above, 51.9% below
8-day: 59.0% above, 41.0% below
10-day: 63.3% above, 36.7% below
20-day: 80.3% above, 19.7% below
50-day: 68.2% above, 31.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 2:54 pm ET)
CHEM(27): 0.97% Top=PAH PX CC ALB TROX HUN SMG RPM ….. AGU OLN FMC DOW POT MOS WLK CF=Bottom (Chemicals/Fertilizers)
REAL(97): 0.93% Top=TWO APLE GPT DLR VER HST LHO NNN ….. MGP RLGY PSA AMH EXR KIM ALLY SC=Bottom (Real Estate)
HEAL(50): 0.88% Top=CNC EVHC UNH AMSG RMD HLS WCG SYK ….. OPK BKD IART ELGX HRC THC BAX DXCM=Bottom (Health)
COSW(78): 0.66% Top=MTCH JD TTWO EA CSRA VEEV TTD RHT ….. SABR DOX TRIP CERN MDRX NUAN WUBA SSNC=Bottom (Computer Software/Internet)
FINA(90): 0.65% Top=YRD OZRK BOFI CFG WAL EWBC HOMB CMA ….. KKR AMG PSEC OMF APO NAVI WDR JNS=Bottom (Banks/Financials)
MATE(25): 0.63% Top=USG TOL KBH CAA TPH PHM FAST LEN ….. SRCL WCN OC WY EXP MDR DAR FLR=Bottom (Materials & Construction)
COHW(38): 0.45% Top=VG S CIEN WDC GOGO COMM JNPR VIAV ….. LVLT TDC PANW VRSN CTL ACIA SSYS WIN=Bottom (Computer Hardware/Telecom)
TRAN(28): 0.35% Top=SAVE CHRW JBHT XPO SWFT JBLU CSX CP ….. UNP EXPD KSU ODFL TRN EGLE NAT BRS=Bottom (Transportation)
INSU(35): 0.28% Top=AGO RDN ORI CINF MBI AON MTG LNC ….. AWH TRV CNO AFSI FNF HIG XL ALL=Bottom (Insurance)
RETA(62): 0.14% Top=JCP RH TIF BURL AEO BABA SPLS DKS ….. M CHS KR MIK GME DSW ASNA SFM=Bottom (Retail & Specialty Retail)
DISV(46): 0.14% Top=BAH HRB PAYX LDOS AMN WOOF YY RHI ….. ROL GPN MAN ADS FDC ACM KBR ATHN=Bottom (Diversified Services)
CONS(50): 0.12% Top=BERY LULU CRI ENR GT TUP GPK KS ….. HBI PVH PBI VFC KATE RL SKX WWW=Bottom (Consumer)
LEIS(35): 0.06% Top=CCL QSR RCL MAR SBUX RRR STAY MGM ….. CMG SEAS MCD DRI EAT WYNN SONC ZOES=Bottom (Leisure)
ELEC(50): 0.06% Top=CAVM BRKR AMD WAT SIMO AMAT XLNX CGNX ….. KEYS CSIQ AMBA FIT GRMN MU SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -0.45% Top=ZBRA AOS ITW ROK SWK IR WWD MHK ….. MFS KMT DDD DOV CFX ITT FLS ATI=Bottom (Manufacturing)
META(30): -0.59% Top=CNX AG HL RGLD SWC AGI PAAS CDE ….. TCK SCCO ARNC SLCA FCX FMSA CENX CLF=Bottom (Metals & Mining)
ENER(87): -1.30% Top=AR COG ETE PBF GPOR VVV PXD XEC ….. CLR MRO HES RDC CRC RIG ATW DO=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 2:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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