daytrend

11/30/2016

Filed under: Market Stats — daytrend @ 10:51 am

Market Stats at 10:50 am ET
by daytrend on 20161130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20161130 10:50 am ET)
26.1% of stocks are above yesterday’s high.
48.0% are above yesterday’s midpoint. (52.0% are below.)
21.2% are below yesterday’s low.
52.7% are inside yesterday’s range.
48.3% of stocks with today’s high > yesterday’s high. (51.7% less than).
40.1% of stocks with today’s low < yesterday’s low. (59.9% greater than).

EVIDENCE OF INTRADAY TREND (20161130 10:50 am ET)
37.1% of stocks are above today’s open. (61.6% are below).
30.2% of stocks are above today’s open and yesterday’s close.
42.8% are below both.
29.4% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161130 10:50 am ET)
8.7% of stocks are in the top 10% of today’s range.
16.2% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
27.9% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN (20161130 10:50 am ET)
50.4% of stocks are above yesterday’s close. (49.6% are below.)
7.4% are up 4.5% or more. 0.6% are down 4.5% or more.
9.2% are up 3.5% or more. 0.8% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20161130 10:50 am ET)
2-day: >=95:4.6%…>=90:7.2%…>=80:20.2%…>=50:50.2%…<=20:19.4%…<=10:9.8%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.1%…>=50:74.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:73.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161130 10:50 am ET)
26.1% above previous 1 highs, 21.2% below previous 1 lows
18.0% above previous 2 highs, 17.4% below previous 2 lows
15.2% above previous 3 highs, 15.6% below previous 3 lows
13.6% above previous 4 highs, 11.9% below previous 4 lows
12.6% above previous 5 highs, 10.2% below previous 5 lows
11.7% above previous 6 highs, 9.2% below previous 6 lows
11.6% above previous 7 highs, 7.9% below previous 7 lows
11.1% above previous 8 highs, 6.3% below previous 8 lows
10.9% above previous 9 highs, 5.0% below previous 9 lows
10.5% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161130 10:50 am ET)
50.4% are above or equal to 11/29 close (1 days ago), 49.6% are below.
56.9% are above or equal to 11/28 close (2 days ago), 43.1% are below.
41.3% are above or equal to 11/25 close (3 days ago), 58.7% are below.
48.8% are above or equal to 11/23 close (4 days ago), 51.2% are below.
55.6% are above or equal to 11/22 close (5 days ago), 44.4% are below.
62.8% are above or equal to 11/21 close (6 days ago), 37.2% are below.
70.8% are above or equal to 11/18 close (7 days ago), 29.2% are below.
69.1% are above or equal to 11/17 close (8 days ago), 30.9% are below.
73.8% are above or equal to 11/16 close (9 days ago), 26.2% are below.
71.1% are above or equal to 11/15 close (10 days ago), 28.9% are below.
74.6% are above or equal to 11/14 close (11 days ago), 25.4% are below.
81.1% are above or equal to 11/11 close (12 days ago), 18.9% are below.
80.4% are above or equal to 11/10 close (13 days ago), 19.6% are below.
78.0% are above or equal to 11/9 close (14 days ago), 22.0% are below.
78.0% are above or equal to 11/8 close (15 days ago), 22.0% are below.
78.6% are above or equal to 11/7 close (16 days ago), 21.4% are below.
84.4% are above or equal to 11/4 close (17 days ago), 15.6% are below.
84.1% are above or equal to 11/3 close (18 days ago), 15.9% are below.
82.2% are above or equal to 11/2 close (19 days ago), 17.8% are below.
78.9% are above or equal to 11/1 close (20 days ago), 21.1% are below.
75.7% are above or equal to 10/31 close (21 days ago), 24.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161130 10:50 am ET)
20d: 20.7% new highs, 1.4% new lows
21d: 20.6% new highs, 1.4% new lows
42d: 15.1% new highs, 1.2% new lows
63d: 13.1% new highs, 1.0% new lows
126d: 11.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161130 10:50 am ET)
2-day: 49.0% above, 51.0% below
3-day: 52.3% above, 47.7% below
4-day: 47.2% above, 52.8% below
5-day: 47.3% above, 52.7% below
8-day: 59.0% above, 41.0% below
10-day: 64.7% above, 35.3% below
20-day: 79.5% above, 20.5% below
50-day: 70.3% above, 29.7% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161130 10:50 am ET)
ENER(87): 7.44% Top=OAS CLR WPX SM CRC SN ATW CPE ….. VVV COG RICE MDU AR TSO VLO PBF=Bottom (Energy)
TRAN(28): 1.32% Top=BRS TK CSX CP TRN NSC GWR JBHT ….. SAVE LUV EXPD ALK DAL AAL JBLU UAL=Bottom (Transportation)
MANU(41): 1.08% Top=MRC FLS DOV CFX EMR ATI ITT AME ….. MHK RS AOS SWK MIDD DHR BWXT DDD=Bottom (Manufacturing)
CHEM(27): 1.03% Top=WLK CF POT CE ALB TROX MOS AGU ….. IFF ASH PPG RPM AXTA PX SHW GRA=Bottom (Chemicals/Fertilizers)
FINA(90): 0.95% Top=OMF GS ZION WETF SIVB CFG BAC CFR ….. YRD NDAQ PYPL JNS NSAM BOFI EFX CBSH=Bottom (Banks/Financials)
META(29): 0.47% Top=FMSA SLCA X CNX AKS FCX NUE CCJ ….. CDE AEM SLW RGLD HL GG ABX NEM=Bottom (Metals & Mining)
INSU(34): 0.11% Top=CNO BRO MET LNC HIG PRU SLF UNM ….. PGR MTG FNF AFSI FAF AXS AJG CLGX=Bottom (Insurance)
DISV(46): -0.09% Top=HRI URI KBR RBA ACM SBAC INFO JEC ….. SERV BAH FLT V MA GPN WOOF YY=Bottom (Diversified Services)
COHW(37): -0.15% Top=BBRY ZAYO WDC S JNPR STX HPQ NTAP ….. VZ T VSAT SSYS VG FNSR CCI VIAV=Bottom (Computer Hardware/Telecom)
MATE(25): -0.21% Top=MDR PWR EXP FLR DAR FAST MLM USG ….. MAS SRCL PHM TOL CAA DHI LEN OC=Bottom (Materials & Construction)
ELEC(50): -0.30% Top=AMBA AMD FIT GRMN AMAT TEL NVDA CY ….. JBL CRUS KLAC OCLR AVGO SPWR MXL IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): -0.33% Top=SKX OI BC ENR BERY MAT ECL CCK ….. GT FBHS NWL FOSL CRI RL TUP KATE=Bottom (Consumer)
LEIS(35): -0.34% Top=GPRO WYNN CMG SHAK SIX DRI LVS SEAS ….. QSR EXPE WYN ZOES SONC RCL CCL H=Bottom (Leisure)
RETA(62): -0.37% Top=TIF W NFLX PAG CVS DSW GME BID ….. GNC KR CASY LB ETSY MELI ANF AEO=Bottom (Retail & Specialty Retail)
REAL(94): -0.46% Top=HST ALLY PEB LHO SC DRH PSA SHO ….. CLNY COR DFT CUZ SNH GPT CONE WPG=Bottom (Real Estate)
COSW(79): -0.58% Top=SPLK SQ TWTR TWLO JD SYMC WDAY DOX ….. TTD VIPS TEAM YELP MTCH GRUB NTNX ADSK=Bottom (Computer Software/Internet)
HEAL(49): -0.79% Top=VWR UNH ACHC IRWD HLS WCG OPK CNC ….. HOLX BDX VAR PRAH ALGN COO BAX DXCM=Bottom (Health)

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 10:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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