daytrend

12/07/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161207. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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 (20161207 Closing)
67.0% of stocks are above yesterday’s high.
87.2% are above yesterday’s midpoint. (12.8% are below.)
4.5% are below yesterday’s low.
28.5% are inside yesterday’s range.
79.9% of stocks with today’s high > yesterday’s high. (20.1% less than).
19.2% of stocks with today’s low < yesterday’s low. (80.8% greater than).

EVIDENCE OF INTRADAY TREND (20161207 Closing)
80.4% of stocks are above today’s open. (16.3% are below).
76.8% of stocks are above today’s open and yesterday’s close.
13.2% are below both.
16.9% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (41.7% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161207 Closing)
36.0% of stocks are in the top 10% of today’s range.
58.4% are in the top 20%.
85.3% are in the top half. 14.7% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20161207 Closing)
83.4% of stocks are above yesterday’s close. (16.6% are below.)
4.2% are up 4.5% or more. 0.8% are down 4.5% or more.
7.5% are up 3.5% or more. 1.4% are down 3.5% or more.
33.5% are between +1% and -1%.

RSI on DAILY (20161207 Closing)
2-day: >=95:25.4%…>=90:46.0%…>=80:68.4%…>=50:87.3%…<=20:4.3%…<=10:1.7%…<=5:0.3%…
9-day: >=95:0.1%…>=90:0.6%…>=80:11.8%…>=50:82.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:5.5%…>=50:79.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161207 Closing)
67.0% above previous 1 highs, 4.5% below previous 1 lows
61.5% above previous 2 highs, 3.2% below previous 2 lows
59.2% above previous 3 highs, 2.4% below previous 3 lows
51.7% above previous 4 highs, 2.3% below previous 4 lows
44.0% above previous 5 highs, 1.8% below previous 5 lows
40.1% above previous 6 highs, 1.3% below previous 6 lows
38.0% above previous 7 highs, 1.3% below previous 7 lows
36.4% above previous 8 highs, 1.3% below previous 8 lows
36.1% above previous 9 highs, 1.3% below previous 9 lows
35.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161207 Closing)
83.4% are above or equal to 12/6 close (1 days ago), 16.6% are below.
84.5% are above or equal to 12/5 close (2 days ago), 15.5% are below.
88.1% are above or equal to 12/2 close (3 days ago), 11.9% are below.
88.3% are above or equal to 12/1 close (4 days ago), 11.7% are below.
78.2% are above or equal to 11/30 close (5 days ago), 21.8% are below.
71.7% are above or equal to 11/29 close (6 days ago), 28.3% are below.
73.0% are above or equal to 11/28 close (7 days ago), 27.0% are below.
66.1% are above or equal to 11/25 close (8 days ago), 33.9% are below.
69.5% are above or equal to 11/23 close (9 days ago), 30.5% are below.
70.4% are above or equal to 11/22 close (10 days ago), 29.6% are below.
74.0% are above or equal to 11/21 close (11 days ago), 26.0% are below.
78.3% are above or equal to 11/18 close (12 days ago), 21.7% are below.
77.9% are above or equal to 11/17 close (13 days ago), 22.1% are below.
79.7% are above or equal to 11/16 close (14 days ago), 20.3% are below.
80.7% are above or equal to 11/15 close (15 days ago), 19.3% are below.
81.4% are above or equal to 11/14 close (16 days ago), 18.6% are below.
83.1% are above or equal to 11/11 close (17 days ago), 16.9% are below.
82.9% are above or equal to 11/10 close (18 days ago), 17.1% are below.
78.5% are above or equal to 11/9 close (19 days ago), 21.5% are below.
78.3% are above or equal to 11/8 close (20 days ago), 21.7% are below.
78.3% are above or equal to 11/7 close (21 days ago), 21.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161207 Closing)
20d: 38.0% new highs, 1.7% new lows
21d: 37.4% new highs, 1.7% new lows
42d: 33.3% new highs, 1.3% new lows
63d: 29.6% new highs, 1.3% new lows
126d: 25.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161207 Closing)
2-day: 80.3% above, 19.7% below
3-day: 85.3% above, 14.7% below
4-day: 87.8% above, 12.2% below
5-day: 88.6% above, 11.4% below
8-day: 83.9% above, 16.1% below
10-day: 80.6% above, 19.4% below
20-day: 81.8% above, 18.2% below
50-day: 72.6% above, 27.4% below
200-day: 71.2% above, 28.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161207 Closing)
TRAN(27): 2.56% Top=XPO AAL LUV BRS NAT ALK DAL NSC ….. CNI JBHT UPS SWFT FDX CHRW WAB TK=Bottom (Transportation)
ELEC(48): 2.51% Top=PI SPWR MU CSIQ CAVM FSLR ON TRMB ….. SIMO CGNX GRMN LRCX FIT JBL AMBA WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(35): 2.06% Top=S WDC TMUS ANET ARRS HPQ ACIA JNPR ….. ZAYO COMM HRS VRSN PANW VSAT PSTG SSYS=Bottom (Computer Hardware/Telecom)
MATE(25): 2.02% Top=TPH MDR WY CAA PHM EME KBH LEN ….. VMC RSG DAR SUM EXP SRCL WM WCN=Bottom (Materials & Construction)
RETA(61): 1.82% Top=LOW KSS MELI GPS ASNA GME JCP AEO ….. JWN SFM DLTR SBH BURL DSW GNC MIK=Bottom (Retail & Specialty Retail)
REAL(97): 1.73% Top=PEB VTR CBL PLD COR CONE EXR DFT ….. CPT STWD MGP PPS VNO RLJ ARE AMH=Bottom (Real Estate)
CHEM(26): 1.60% Top=CF MOS ALB FMC PX IFF ASH SMG ….. DOW WLK AXTA HUN CC SHW MON OLN=Bottom (Chemicals/Fertilizers)
FINA(90): 1.53% Top=BX WETF WDR SLM DFS BOFI NTRS APO ….. ETFC HBAN CFR UMPQ LAZ ACAS FHN ARCC=Bottom (Banks/Financials)
MANU(41): 1.43% Top=TEX HON CFX EMR IR AME DOV CMI ….. ROP MRC CLC TTC BWXT XYL DHR DDD=Bottom (Manufacturing)
LEIS(34): 1.42% Top=WEN ZOES TXRH BYD LQ HLT BLMN WYN ….. LVS SEAS H RRR EXPE WYNN DPZ GPRO=Bottom (Leisure)
COSW(82): 1.19% Top=TWTR SQ ADSK JD MTCH FEYE HPE EQIX ….. MANH WDAY TRIP NTNX COUP NUAN BITA TWLO=Bottom (Computer Software/Internet)
DISV(46): 1.19% Top=RBA TRU R MA RRD V HRB ADS ….. KBR JEC LDOS ATHN BAH HRI TAL MYGN=Bottom (Diversified Services)
CONS(51): 1.15% Top=GT PVH LULU TPX WWW KS GPK BC ….. KMB NWL BMS PAY HBI ENR EPC UA=Bottom (Consumer)
META(31): 1.03% Top=X CCJ AG ARNC CDE AKS PAAS ABX ….. SSRI FNV AEM RGLD SWC FMSA TECK FCX=Bottom (Metals & Mining)
INSU(34): 0.94% Top=FNF AON MET PRU AFSI RGA LNC AIZ ….. BRO VR MTG WLTW AXS CNO HIG CLGX=Bottom (Insurance)
ENER(89): 0.31% Top=CVI DK HFC PBF MPC VLO TSO MMP ….. NBR OXY LPI RSPP SGY SM HLX BBG=Bottom (Energy)
HEAL(49): -0.45% Top=ABMD PRXL ALGN COO STE UNH ANTM BCR ….. VWR THC OPK ELGX DXCM IRWD ACHC UHS=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:41 pm

Market Stats at 2:41 pm ET
by daytrend on 20161207. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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 (20161207 2:41 pm ET)
64.7% of stocks are above yesterday’s high.
85.8% are above yesterday’s midpoint. (14.2% are below.)
4.3% are below yesterday’s low.
31.0% are inside yesterday’s range.
78.7% of stocks with today’s high > yesterday’s high. (21.3% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20161207 2:41 pm ET)
80.2% of stocks are above today’s open. (18.8% are below).
75.8% of stocks are above today’s open and yesterday’s close.
14.8% are below both.
17.1% of stocks opened above yesterday’s high.
52.0% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161207 2:41 pm ET)
31.8% of stocks are in the top 10% of today’s range.
54.9% are in the top 20%.
82.2% are in the top half. 17.8% of stocks are in the bottom half of today’s range.
7.3% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20161207 2:41 pm ET)
81.1% of stocks are above yesterday’s close. (18.9% are below.)
2.9% are up 4.5% or more. 0.5% are down 4.5% or more.
6.3% are up 3.5% or more. 0.8% are down 3.5% or more.
39.0% are between +1% and -1%.

RSI on DAILY (20161207 2:41 pm ET)
2-day: >=95:23.3%…>=90:43.3%…>=80:64.5%…>=50:84.9%…<=20:3.6%…<=10:1.5%…<=5:0.6%…
9-day: >=95:0.1%…>=90:0.7%…>=80:10.6%…>=50:81.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:4.7%…>=50:78.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161207 2:41 pm ET)
64.7% above previous 1 highs, 4.3% below previous 1 lows
59.1% above previous 2 highs, 2.9% below previous 2 lows
56.5% above previous 3 highs, 2.0% below previous 3 lows
48.8% above previous 4 highs, 1.8% below previous 4 lows
41.1% above previous 5 highs, 1.6% below previous 5 lows
36.7% above previous 6 highs, 1.2% below previous 6 lows
34.8% above previous 7 highs, 1.2% below previous 7 lows
33.9% above previous 8 highs, 1.2% below previous 8 lows
33.7% above previous 9 highs, 1.2% below previous 9 lows
32.9% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161207 2:41 pm ET)
81.1% are above or equal to 12/6 close (1 days ago), 18.9% are below.
83.0% are above or equal to 12/5 close (2 days ago), 17.0% are below.
87.9% are above or equal to 12/2 close (3 days ago), 12.1% are below.
86.3% are above or equal to 12/1 close (4 days ago), 13.7% are below.
76.8% are above or equal to 11/30 close (5 days ago), 23.2% are below.
70.4% are above or equal to 11/29 close (6 days ago), 29.6% are below.
71.4% are above or equal to 11/28 close (7 days ago), 28.6% are below.
64.2% are above or equal to 11/25 close (8 days ago), 35.8% are below.
68.3% are above or equal to 11/23 close (9 days ago), 31.7% are below.
69.1% are above or equal to 11/22 close (10 days ago), 30.9% are below.
72.9% are above or equal to 11/21 close (11 days ago), 27.1% are below.
77.7% are above or equal to 11/18 close (12 days ago), 22.3% are below.
77.2% are above or equal to 11/17 close (13 days ago), 22.8% are below.
79.8% are above or equal to 11/16 close (14 days ago), 20.2% are below.
79.9% are above or equal to 11/15 close (15 days ago), 20.1% are below.
81.4% are above or equal to 11/14 close (16 days ago), 18.6% are below.
82.9% are above or equal to 11/11 close (17 days ago), 17.1% are below.
82.1% are above or equal to 11/10 close (18 days ago), 17.9% are below.
78.4% are above or equal to 11/9 close (19 days ago), 21.6% are below.
77.3% are above or equal to 11/8 close (20 days ago), 22.7% are below.
78.1% are above or equal to 11/7 close (21 days ago), 21.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161207 2:41 pm ET)
20d: 35.9% new highs, 1.5% new lows
21d: 35.3% new highs, 1.5% new lows
42d: 31.3% new highs, 1.2% new lows
63d: 27.5% new highs, 1.2% new lows
126d: 23.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161207 2:41 pm ET)
2-day: 79.8% above, 20.2% below
3-day: 82.8% above, 17.2% below
4-day: 86.3% above, 13.7% below
5-day: 87.5% above, 12.5% below
8-day: 82.6% above, 17.4% below
10-day: 79.5% above, 20.5% below
20-day: 80.4% above, 19.6% below
50-day: 72.5% above, 27.5% below
200-day: 71.2% above, 28.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161207 2:41 pm ET)
ELEC(48): 2.33% Top=PI SPWR CSIQ MU FSLR CAVM ON TRMB ….. KEYS SIMO GRMN FTV CGNX JBL AMBA WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 2.19% Top=AAL XPO JBLU LUV DAL NAT SWFT KSU ….. CP JBHT EXPD FDX UPS CHRW WAB TK=Bottom (Transportation)
MATE(25): 1.65% Top=TPH MDR CAA PHM EME WY KBH MAS ….. VMC FLR RSG DAR SRCL WM SUM WCN=Bottom (Materials & Construction)
COHW(35): 1.64% Top=WDC S ANET TMUS ARRS ACIA HPQ JNPR ….. NTAP VIAV HRS VRSN PSTG VSAT PANW SSYS=Bottom (Computer Hardware/Telecom)
RETA(61): 1.61% Top=KSS MELI LOW JWN GPS ASNA TLRD GME ….. W NFLX DLTR SBH GNC DSW BURL MIK=Bottom (Retail & Specialty Retail)
REAL(97): 1.58% Top=COR CBL CONE VTR PEB DFT DLR PLD ….. STWD GLPI MAA ARE NRZ PPS AMH MGP=Bottom (Real Estate)
LEIS(34): 1.31% Top=WEN ZOES TXRH BYD LQ QSR SBUX RCL ….. MCD RRR LVS CMG EXPE WYNN DPZ GPRO=Bottom (Leisure)
CHEM(26): 1.25% Top=CF PX ALB SMG FMC ASH MOS IFF ….. CE SHW WLK HUN CC AXTA MON OLN=Bottom (Chemicals/Fertilizers)
FINA(90): 1.17% Top=BX WETF SLM WDR DFS APO BOFI AXP ….. EWBC CFG FHN ACAS UMPQ CFR ARCC LAZ=Bottom (Banks/Financials)
MANU(41): 1.13% Top=HON CFX CMI FLS EMR AME IR TEX ….. ROP MWA TTC BWXT CLC DHR XYL DDD=Bottom (Manufacturing)
DISV(46): 1.10% Top=RBA MA HRB V R PAYX EEFT RRD ….. LDOS VRSK JEC ATHN KBR BAH TAL MYGN=Bottom (Diversified Services)
COSW(82): 1.05% Top=TWTR SQ JD ADSK MTCH FEYE EQIX IBM ….. MANH ATHM WDAY TRIP SHOP TWLO NUAN BITA=Bottom (Computer Software/Internet)
META(31): 0.93% Top=X AKS CCJ CLF AG HL CDE ABX ….. SLW AEM SWC FMSA FNV RGLD TECK FCX=Bottom (Metals & Mining)
CONS(51): 0.85% Top=GT LULU GPK TPX PVH KS WHR NKE ….. CRI KMB COTY PAY EPC ENR HBI UA=Bottom (Consumer)
INSU(34): 0.75% Top=FNF AON MET CNO AFSI PRU RGA AIZ ….. MTG AGO BRO FAF VR AXS HIG CLGX=Bottom (Insurance)
HEAL(49): 0.20% Top=ABMD HCA PRXL UNH HLS ALGN STE WCG ….. ESRX VWR TMO BSX OPK ELGX DXCM IRWD=Bottom (Health)
ENER(90): -0.12% Top=CVI DK MPC HFC PBF TSO VLO MMP ….. LPI RSPP NBR OXY REN HLX SM BBG=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 2:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 10:43 am ET
by daytrend on 20161207. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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 (20161207 10:43 am ET)
39.6% of stocks are above yesterday’s high.
76.1% are above yesterday’s midpoint. (23.9% are below.)
6.2% are below yesterday’s low.
54.2% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
17.1% of stocks with today’s low < yesterday’s low. (82.9% greater than).

EVIDENCE OF INTRADAY TREND (20161207 10:43 am ET)
61.7% of stocks are above today’s open. (36.6% are below).
55.7% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
17.1% of stocks opened above yesterday’s high.
52.0% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161207 10:43 am ET)
17.9% of stocks are in the top 10% of today’s range.
33.0% are in the top 20%.
62.4% are in the top half. 37.6% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN (20161207 10:43 am ET)
64.9% of stocks are above yesterday’s close. (35.1% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.6% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20161207 10:43 am ET)
2-day: >=95:14.0%…>=90:28.3%…>=80:46.6%…>=50:76.5%…<=20:6.5%…<=10:2.5%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.7%…>=80:7.4%…>=50:73.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:72.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161207 10:43 am ET)
39.6% above previous 1 highs, 6.2% below previous 1 lows
34.7% above previous 2 highs, 4.4% below previous 2 lows
33.0% above previous 3 highs, 3.1% below previous 3 lows
28.5% above previous 4 highs, 2.7% below previous 4 lows
25.5% above previous 5 highs, 2.2% below previous 5 lows
23.1% above previous 6 highs, 2.0% below previous 6 lows
21.8% above previous 7 highs, 1.8% below previous 7 lows
21.0% above previous 8 highs, 1.8% below previous 8 lows
20.8% above previous 9 highs, 1.8% below previous 9 lows
20.4% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161207 10:43 am ET)
64.9% are above or equal to 12/6 close (1 days ago), 35.1% are below.
72.7% are above or equal to 12/5 close (2 days ago), 27.3% are below.
82.8% are above or equal to 12/2 close (3 days ago), 17.2% are below.
81.4% are above or equal to 12/1 close (4 days ago), 18.6% are below.
68.1% are above or equal to 11/30 close (5 days ago), 31.9% are below.
63.0% are above or equal to 11/29 close (6 days ago), 37.0% are below.
64.0% are above or equal to 11/28 close (7 days ago), 36.0% are below.
57.0% are above or equal to 11/25 close (8 days ago), 43.0% are below.
60.1% are above or equal to 11/23 close (9 days ago), 39.9% are below.
61.5% are above or equal to 11/22 close (10 days ago), 38.5% are below.
66.8% are above or equal to 11/21 close (11 days ago), 33.2% are below.
72.2% are above or equal to 11/18 close (12 days ago), 27.8% are below.
71.5% are above or equal to 11/17 close (13 days ago), 28.5% are below.
74.2% are above or equal to 11/16 close (14 days ago), 25.8% are below.
73.9% are above or equal to 11/15 close (15 days ago), 26.1% are below.
77.4% are above or equal to 11/14 close (16 days ago), 22.6% are below.
79.0% are above or equal to 11/11 close (17 days ago), 21.0% are below.
78.7% are above or equal to 11/10 close (18 days ago), 21.3% are below.
76.7% are above or equal to 11/9 close (19 days ago), 23.3% are below.
75.1% are above or equal to 11/8 close (20 days ago), 24.9% are below.
75.8% are above or equal to 11/7 close (21 days ago), 24.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161207 10:43 am ET)
20d: 25.0% new highs, 1.4% new lows
21d: 24.7% new highs, 1.4% new lows
42d: 20.9% new highs, 1.2% new lows
63d: 18.9% new highs, 1.2% new lows
126d: 16.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161207 10:43 am ET)
2-day: 63.9% above, 36.1% below
3-day: 72.1% above, 27.9% below
4-day: 78.8% above, 21.2% below
5-day: 80.5% above, 19.5% below
8-day: 73.9% above, 26.1% below
10-day: 69.6% above, 30.4% below
20-day: 73.9% above, 26.1% below
50-day: 69.8% above, 30.2% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161207 10:43 am ET)
REAL(97): 1.03% Top=COR GPT STOR DLR VTR PLD DOC DFT ….. BAM CSGP CPT PPS GLPI ARE MGP ALLY=Bottom (Real Estate)
COHW(35): 0.75% Top=WDC S ARRS ACIA JNPR TMUS ANET T ….. NTAP STX VSAT ZAYO TDC PANW VRSN SSYS=Bottom (Computer Hardware/Telecom)
META(31): 0.67% Top=AG CCJ TAHO HL AKS CDE ABX X ….. SWC RGLD FNV AEM SLCA TECK FMSA FCX=Bottom (Metals & Mining)
MATE(25): 0.58% Top=WY MDR EME TPH OC FLR KBH PHM ….. RSG TOL WM SRCL EXP FAST USG SUM=Bottom (Materials & Construction)
CHEM(26): 0.55% Top=CF FMC GRA SMG MOS ALB ASH IFF ….. WLK CE MON AXTA SHW CC HUN OLN=Bottom (Chemicals/Fertilizers)
TRAN(27): 0.54% Top=BRS XPO JBLU NSC AAL GWR CSX UNP ….. ODFL TRN CHRW JBHT FDX NAT WAB TK=Bottom (Transportation)
ELEC(48): 0.53% Top=PI SPWR CSIQ MU CAVM TER KLAC LRCX ….. SIMO CY JBL CGNX CRUS AMBA SWKS WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(34): 0.52% Top=FNF PRU AFL MET RDN LNC CNO AFSI ….. CINF WLTW AGO TRV AXS AON HIG CLGX=Bottom (Insurance)
RETA(61): 0.41% Top=MELI KSS GME TLRD AEO JCP JWN BIG ….. TGT DKS DLTR RH GES GNC BURL MIK=Bottom (Retail & Specialty Retail)
LEIS(34): 0.30% Top=WEN STAY TXRH SONC JACK SBUX HLT QSR ….. SEAS ARMK MCD LVS GPRO WYNN DPZ SHAK=Bottom (Leisure)
FINA(90): 0.29% Top=WETF SLM BX DFS BOFI YRD PACW C ….. ARCC CMA JNS STI ZION CFR LAZ CFG=Bottom (Banks/Financials)
DISV(46): 0.27% Top=CXW HRB RBA URI YY MA SBAC TRU ….. WOOF ATHN VRSK AMN ULTA KBR TAL MYGN=Bottom (Diversified Services)
MANU(41): 0.21% Top=HON FLS CMI ATI AGCO RS WWD ZBRA ….. MIDD BWXT AOS TTC GE DHR XYL DDD=Bottom (Manufacturing)
COSW(82): 0.16% Top=XRX TWTR JD SYNT SQ FTNT BR CERN ….. ATHM ZEN FIS FFIV SHOP NUAN BITA MDSO=Bottom (Computer Software/Internet)
CONS(51): 0.12% Top=GPK GT LULU KS WRK TPX PVH EL ….. KMB FOSL ENR EPC NWL HBI MAT UA=Bottom (Consumer)
ENER(90): -0.30% Top=CVI MPC DK SGY GPOR HFC ATW TSO ….. CXO OXY REN RES SM MUR HLX BBG=Bottom (Energy)
HEAL(49): -0.87% Top=ABMD BKD COO VWR ALGN HLS WCG UNH ….. PRAH TMO OPK ABT ESRX ELGX IRWD 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 10:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

12/06/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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 (20161206 Closing)
42.6% of stocks are above yesterday’s high.
71.1% are above yesterday’s midpoint. (28.9% are below.)
8.3% are below yesterday’s low.
49.1% are inside yesterday’s range.
61.2% of stocks with today’s high > yesterday’s high. (38.8% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20161206 Closing)
67.2% of stocks are above today’s open. (32.2% are below).
61.3% of stocks are above today’s open and yesterday’s close.
24.9% are below both.
17.2% of stocks opened above yesterday’s high.
56.4% of stocks opened above yesterday’s close. (39.1% opened below yesterday’s close).
9.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161206 Closing)
27.1% of stocks are in the top 10% of today’s range.
45.0% are in the top 20%.
77.3% are in the top half. 22.7% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20161206 Closing)
69.3% of stocks are above yesterday’s close. (30.7% are below.)
1.7% are up 4.5% or more. 0.2% are down 4.5% or more.
3.8% are up 3.5% or more. 0.6% are down 3.5% or more.
55.7% are between +1% and -1%.

RSI on DAILY (20161206 Closing)
2-day: >=95:11.0%…>=90:23.4%…>=80:44.1%…>=50:76.4%…<=20:4.7%…<=10:1.8%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.5%…>=80:6.1%…>=50:71.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 Closing)
42.6% above previous 1 highs, 8.3% below previous 1 lows
39.1% above previous 2 highs, 4.2% below previous 2 lows
31.8% above previous 3 highs, 2.9% below previous 3 lows
26.1% above previous 4 highs, 1.8% below previous 4 lows
23.7% above previous 5 highs, 1.5% below previous 5 lows
21.8% above previous 6 highs, 1.5% below previous 6 lows
20.7% above previous 7 highs, 1.4% below previous 7 lows
20.3% above previous 8 highs, 1.4% below previous 8 lows
19.9% above previous 9 highs, 1.3% below previous 9 lows
19.7% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 Closing)
69.3% are above or equal to 12/5 close (1 days ago), 30.7% are below.
83.1% are above or equal to 12/2 close (2 days ago), 16.9% are below.
80.4% are above or equal to 12/1 close (3 days ago), 19.6% are below.
66.5% are above or equal to 11/30 close (4 days ago), 33.5% are below.
58.2% are above or equal to 11/29 close (5 days ago), 41.8% are below.
60.2% are above or equal to 11/28 close (6 days ago), 39.8% are below.
53.0% are above or equal to 11/25 close (7 days ago), 47.0% are below.
56.9% are above or equal to 11/23 close (8 days ago), 43.1% are below.
58.3% are above or equal to 11/22 close (9 days ago), 41.7% are below.
65.7% are above or equal to 11/21 close (10 days ago), 34.3% are below.
70.1% are above or equal to 11/18 close (11 days ago), 29.9% are below.
68.9% are above or equal to 11/17 close (12 days ago), 31.1% are below.
71.6% are above or equal to 11/16 close (13 days ago), 28.4% are below.
71.9% are above or equal to 11/15 close (14 days ago), 28.1% are below.
75.1% are above or equal to 11/14 close (15 days ago), 24.9% are below.
77.1% are above or equal to 11/11 close (16 days ago), 22.9% are below.
76.8% are above or equal to 11/10 close (17 days ago), 23.2% are below.
74.2% are above or equal to 11/9 close (18 days ago), 25.8% are below.
74.1% are above or equal to 11/8 close (19 days ago), 25.9% are below.
74.6% are above or equal to 11/7 close (20 days ago), 25.4% are below.
81.4% are above or equal to 11/4 close (21 days ago), 18.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 Closing)
20d: 21.6% new highs, 1.8% new lows
21d: 21.6% new highs, 1.8% new lows
42d: 18.5% new highs, 1.3% new lows
63d: 16.6% new highs, 1.3% new lows
126d: 14.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 Closing)
2-day: 68.7% above, 31.3% below
3-day: 79.3% above, 20.7% below
4-day: 81.6% above, 18.4% below
5-day: 78.6% above, 21.4% below
8-day: 66.7% above, 33.3% below
10-day: 64.1% above, 35.9% below
20-day: 71.1% above, 28.9% below
50-day: 68.8% above, 31.2% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 Closing)
MATE(25): 1.50% Top=TOL KBH CAA TPH DAR LEN PHM DHI ….. FLR EXP USG WY SRCL WCN MAS FAST=Bottom (Materials & Construction)
ELEC(49): 1.38% Top=AMD CAVM PI CRUS CY IDTI WAT QRVO ….. FIT TEL OCLR AVGO FSLR GRMN LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(88): 1.34% Top=OMF WETF WDR BOFI WU ZION TCB PVTB ….. PNC PYPL PFG BLK RJF EFX NSAM YRD=Bottom (Banks/Financials)
INSU(33): 0.99% Top=WLTW FNF ORI AGO RGA LNC AXS CNO ….. MMC MET UNM XL AIG SLF AFL CLGX=Bottom (Insurance)
RETA(61): 0.86% Top=NFLX KMX BIG GNC AN ANF BLDR ASNA ….. BURL TSCO EBAY COST BABA HD WFM MIK=Bottom (Retail & Specialty Retail)
TRAN(27): 0.86% Top=UAL DAL TK SAVE XPO TRN ALK AAL ….. UPS CNI CP GWR FDX WAB CSX KSU=Bottom (Transportation)
HEAL(49): 0.76% Top=OPK PRXL ZBH ABMD BKD ALGN PKI HRC ….. VAR TFX CNC BCR AET ACHC ELGX ISRG=Bottom (Health)
MANU(41): 0.74% Top=TEX TTC ATI AGCO AME DDD DCI CFX ….. MHK PH CMI CLC SWK EMR RS KMT=Bottom (Manufacturing)
LEIS(35): 0.72% Top=SONC WYNN MGM LVS BYD BLMN H CCL ….. SBUX QSR SHAK ZOES TXRH RRR EAT CMG=Bottom (Leisure)
CHEM(26): 0.62% Top=AXTA PAH GRA HUN OLN MON RPM AGU ….. ALB CF DD SMG FMC APD PX WLK=Bottom (Chemicals/Fertilizers)
REAL(97): 0.56% Top=CBG LHO RLGY CUZ DRH PGRE SC CBL ….. MFA CPT NRF STOR AMT CLNY DFT STWD=Bottom (Real Estate)
DISV(47): 0.54% Top=AMN CAR CXW ACM HRB MAN RHI R ….. G FISV FDC ULTA MA TAL YY ATHN=Bottom (Diversified Services)
COHW(34): 0.44% Top=WDC T TMUS QCOM MSI ACIA NTAP ZAYO ….. VSAT BBRY CSCO CTL FNSR CIEN PSTG VG=Bottom (Computer Hardware/Telecom)
ENER(91): 0.37% Top=ATW EPE PBF NFX GPOR ETE PDCE RDC ….. HP SM PXD MTDR WPZ RICE NBR SGY=Bottom (Energy)
CONS(51): 0.37% Top=SPB OI BERY PAY PBI UA SKX CHD ….. KS GT RL VFC ECL TPX MAT NKE=Bottom (Consumer)
COSW(82): 0.01% Top=ADSK TTD TWLO NCR PTC FEYE ORCL SHOP ….. NTES CERN NTNX VIPS NUAN BITA WB SINA=Bottom (Computer Software/Internet)
META(30): -0.36% Top=CCJ X STLD CLD CMC SLCA SCCO SLW ….. SWC RGLD CLF TECK CDE PAAS SSRI HL=Bottom (Metals & Mining)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:00 pm

Market Stats at 1:59 pm ET
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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 (20161206 1:59 pm ET)
33.0% of stocks are above yesterday’s high.
67.4% are above yesterday’s midpoint. (32.6% are below.)
9.5% are below yesterday’s low.
57.5% are inside yesterday’s range.
55.0% of stocks with today’s high > yesterday’s high. (45.0% less than).
36.8% of stocks with today’s low < yesterday’s low. (63.2% greater than).

EVIDENCE OF INTRADAY TREND (20161206 1:59 pm ET)
60.7% of stocks are above today’s open. (37.6% are below).
53.8% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
17.2% of stocks opened above yesterday’s high.
56.4% of stocks opened above yesterday’s close. (39.1% opened below yesterday’s close).
9.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161206 1:59 pm ET)
23.6% of stocks are in the top 10% of today’s range.
39.3% are in the top 20%.
70.0% are in the top half. 30.0% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20161206 1:59 pm ET)
64.8% of stocks are above yesterday’s close. (35.2% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.6% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY (20161206 1:59 pm ET)
2-day: >=95:8.8%…>=90:18.5%…>=80:39.3%…>=50:74.4%…<=20:5.4%…<=10:2.0%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.5%…>=80:5.3%…>=50:70.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:69.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 1:59 pm ET)
33.0% above previous 1 highs, 9.5% below previous 1 lows
30.4% above previous 2 highs, 4.2% below previous 2 lows
25.2% above previous 3 highs, 3.0% below previous 3 lows
19.9% above previous 4 highs, 1.8% below previous 4 lows
17.0% above previous 5 highs, 1.5% below previous 5 lows
15.6% above previous 6 highs, 1.5% below previous 6 lows
15.0% above previous 7 highs, 1.4% below previous 7 lows
14.9% above previous 8 highs, 1.2% below previous 8 lows
14.3% above previous 9 highs, 1.2% below previous 9 lows
14.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 1:59 pm ET)
64.8% are above or equal to 12/5 close (1 days ago), 35.2% are below.
80.6% are above or equal to 12/2 close (2 days ago), 19.4% are below.
78.1% are above or equal to 12/1 close (3 days ago), 21.9% are below.
64.1% are above or equal to 11/30 close (4 days ago), 35.9% are below.
56.6% are above or equal to 11/29 close (5 days ago), 43.4% are below.
58.1% are above or equal to 11/28 close (6 days ago), 41.9% are below.
51.3% are above or equal to 11/25 close (7 days ago), 48.7% are below.
54.6% are above or equal to 11/23 close (8 days ago), 45.4% are below.
56.2% are above or equal to 11/22 close (9 days ago), 43.8% are below.
64.5% are above or equal to 11/21 close (10 days ago), 35.5% are below.
68.7% are above or equal to 11/18 close (11 days ago), 31.3% are below.
68.5% are above or equal to 11/17 close (12 days ago), 31.5% are below.
70.9% are above or equal to 11/16 close (13 days ago), 29.1% are below.
70.4% are above or equal to 11/15 close (14 days ago), 29.6% are below.
73.9% are above or equal to 11/14 close (15 days ago), 26.1% are below.
76.1% are above or equal to 11/11 close (16 days ago), 23.9% are below.
76.6% are above or equal to 11/10 close (17 days ago), 23.4% are below.
73.6% are above or equal to 11/9 close (18 days ago), 26.4% are below.
73.3% are above or equal to 11/8 close (19 days ago), 26.7% are below.
74.1% are above or equal to 11/7 close (20 days ago), 25.9% are below.
80.9% are above or equal to 11/4 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 1:59 pm ET)
20d: 16.7% new highs, 1.8% new lows
21d: 16.7% new highs, 1.8% new lows
42d: 14.5% new highs, 1.3% new lows
63d: 13.2% new highs, 1.3% new lows
126d: 11.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 1:59 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 76.4% above, 23.6% below
4-day: 78.2% above, 21.8% below
5-day: 75.6% above, 24.4% below
8-day: 63.7% above, 36.3% below
10-day: 61.3% above, 38.7% below
20-day: 69.4% above, 30.6% below
50-day: 67.9% above, 32.1% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 1:59 pm ET)
ELEC(49): 1.12% Top=AMD CAVM PI TER IDTI CY CRUS WAT ….. AMKR AVGO GRMN OCLR FSLR FIT LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): 1.09% Top=TOL KBH CAA TPH LEN PHM DHI OC ….. SUM RSG FLR EXP WY MAS USG FAST=Bottom (Materials & Construction)
FINA(88): 0.76% Top=OMF BOFI WU ZION PVTB BMO TCB BKU ….. PYPL BEN RJF BLK ISBC EFX NSAM YRD=Bottom (Banks/Financials)
HEAL(49): 0.74% Top=OPK BKD PRXL ABMD ZBH TMO MD VWR ….. RMD BCR VAR TFX CNC ACHC ISRG ELGX=Bottom (Health)
INSU(33): 0.71% Top=FNF AGO CNO LNC MTG ORI WLTW L ….. MET MMC AIG UNM CINF AFL SLF CLGX=Bottom (Insurance)
RETA(61): 0.59% Top=BIG NFLX AN KMX GNC RH KSS W ….. TSCO DLTR COST MIK BID WFM BABA BURL=Bottom (Retail & Specialty Retail)
LEIS(35): 0.58% Top=SONC WYNN MGM CCL LVS BLMN SIX BYD ….. SHAK MCD QSR RRR TXRH ZOES EAT CMG=Bottom (Leisure)
REAL(97): 0.52% Top=CBG PGRE LHO DRH RLGY HPT CUZ CSGP ….. MPW CPT MGP STOR DFT NRF CLNY STWD=Bottom (Real Estate)
MANU(41): 0.47% Top=TEX TTC DCI AGCO AME DE CFX DDD ….. PNR MFS DOV ZBRA EMR SWK KMT RS=Bottom (Manufacturing)
TRAN(27): 0.40% Top=UAL SAVE DAL TK AAL ALK TRN LUV ….. BRS SWFT WAB CP FDX CSX GWR KSU=Bottom (Transportation)
CHEM(26): 0.35% Top=PAH AXTA GRA HUN OLN EMN MON RPM ….. ALB SMG PX DOW DD CC FMC WLK=Bottom (Chemicals/Fertilizers)
ENER(91): 0.22% Top=ATW EPE PBF ETE NFX PDCE GPOR RDC ….. RICE NBR HP WPZ RES PTEN MTDR SGY=Bottom (Energy)
DISV(47): 0.20% Top=ACM CXW HRB CAR RHI MAN AMN LDOS ….. TAL RBA MA FLT FDC ULTA YY ATHN=Bottom (Diversified Services)
CONS(51): 0.18% Top=OI SPB ENR BERY PAY COTY UA LULU ….. PKG GT FOSL MAT ECL KS TPX NKE=Bottom (Consumer)
COHW(34): 0.12% Top=WDC T MSI VZ CDW COMM NTAP ANET ….. JNPR CSCO S BBRY CTL FNSR PSTG VG=Bottom (Computer Hardware/Telecom)
COSW(82): -0.20% Top=TWLO TTD ADSK NCR EQIX SQ ORCL ATHM ….. CTXS CERN VIPS NTES BITA NUAN SINA WB=Bottom (Computer Software/Internet)
META(30): -0.73% Top=CCJ CLD STLD SLW SLCA CMC SCCO FCX ….. AKS TECK CDE RGLD SSRI PAAS CLF HL=Bottom (Metals & Mining)

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 1:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:43 am

Market Stats at 11:42 am ET
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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 (20161206 11:42 am ET)
20.2% of stocks are above yesterday’s high.
56.2% are above yesterday’s midpoint. (43.8% are below.)
15.0% are below yesterday’s low.
64.7% are inside yesterday’s range.
46.9% of stocks with today’s high > yesterday’s high. (53.1% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20161206 11:42 am ET)
44.2% of stocks are above today’s open. (54.5% are below).
34.7% of stocks are above today’s open and yesterday’s close.
42.3% are below both.
17.2% of stocks opened above yesterday’s high.
56.4% of stocks opened above yesterday’s close. (39.1% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161206 11:42 am ET)
10.3% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
20.6% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20161206 11:42 am ET)
48.2% of stocks are above yesterday’s close. (51.8% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.3% are up 3.5% or more. 1.3% are down 3.5% or more.
71.6% are between +1% and -1%.

RSI on DAILY (20161206 11:42 am ET)
2-day: >=95:5.2%…>=90:11.3%…>=80:27.3%…>=50:66.1%…<=20:8.1%…<=10:3.2%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.8%…>=50:66.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 11:42 am ET)
20.2% above previous 1 highs, 15.0% below previous 1 lows
17.2% above previous 2 highs, 6.2% below previous 2 lows
13.6% above previous 3 highs, 4.9% below previous 3 lows
10.6% above previous 4 highs, 3.6% below previous 4 lows
9.4% above previous 5 highs, 2.9% below previous 5 lows
9.0% above previous 6 highs, 2.8% below previous 6 lows
8.7% above previous 7 highs, 2.7% below previous 7 lows
8.7% above previous 8 highs, 2.4% below previous 8 lows
8.6% above previous 9 highs, 2.2% below previous 9 lows
8.6% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 11:42 am ET)
48.2% are above or equal to 12/5 close (1 days ago), 51.8% are below.
75.1% are above or equal to 12/2 close (2 days ago), 24.9% are below.
72.1% are above or equal to 12/1 close (3 days ago), 27.9% are below.
59.2% are above or equal to 11/30 close (4 days ago), 40.8% are below.
52.3% are above or equal to 11/29 close (5 days ago), 47.7% are below.
55.0% are above or equal to 11/28 close (6 days ago), 45.0% are below.
45.5% are above or equal to 11/25 close (7 days ago), 54.5% are below.
50.1% are above or equal to 11/23 close (8 days ago), 49.9% are below.
52.1% are above or equal to 11/22 close (9 days ago), 47.9% are below.
60.0% are above or equal to 11/21 close (10 days ago), 40.0% are below.
65.7% are above or equal to 11/18 close (11 days ago), 34.3% are below.
65.2% are above or equal to 11/17 close (12 days ago), 34.8% are below.
69.0% are above or equal to 11/16 close (13 days ago), 31.0% are below.
68.4% are above or equal to 11/15 close (14 days ago), 31.6% are below.
71.4% are above or equal to 11/14 close (15 days ago), 28.6% are below.
74.7% are above or equal to 11/11 close (16 days ago), 25.3% are below.
74.8% are above or equal to 11/10 close (17 days ago), 25.2% are below.
72.6% are above or equal to 11/9 close (18 days ago), 27.4% are below.
71.8% are above or equal to 11/8 close (19 days ago), 28.2% are below.
72.8% are above or equal to 11/7 close (20 days ago), 27.2% are below.
79.7% are above or equal to 11/4 close (21 days ago), 20.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 11:42 am ET)
20d: 12.8% new highs, 1.8% new lows
21d: 12.8% new highs, 1.8% new lows
42d: 11.3% new highs, 1.3% new lows
63d: 9.8% new highs, 1.3% new lows
126d: 8.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 11:42 am ET)
2-day: 46.7% above, 53.3% below
3-day: 67.7% above, 32.3% below
4-day: 71.0% above, 29.0% below
5-day: 69.1% above, 30.9% below
8-day: 58.7% above, 41.3% below
10-day: 56.1% above, 43.9% below
20-day: 66.1% above, 33.9% below
50-day: 66.2% above, 33.8% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 11:42 am ET)
MATE(25): 0.49% Top=TOL CAA KBH LEN PHM TPH DHI DAR ….. FLR MAS WY MLM EXP SUM FAST USG=Bottom (Materials & Construction)
ELEC(49): 0.40% Top=AMD CAVM CRUS TER PI CY SIMO IDTI ….. AVGO AMKR AMAT FIT OCLR FSLR LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(97): 0.39% Top=PGRE CBG BXP RLGY SNH VNO SLG LHO ….. BXMT CSAL EDR CPT MPW NRF CLNY STWD=Bottom (Real Estate)
FINA(88): 0.37% Top=BMO BKU ZION CIT NYCB BOFI PVTB STI ….. NAVI HOMB RJF SEIC EFX SLM ISBC NSAM=Bottom (Banks/Financials)
INSU(33): 0.28% Top=FNF AGO LNC ORI CNO RGA WLTW L ….. AFL RDN MBI MMC AIG SLF CLGX MTG=Bottom (Insurance)
MANU(41): -0.04% Top=TTC TEX AGCO DCI DE AME FLS CFX ….. MFS BWXT SWK ZBRA MRC ATI KMT RS=Bottom (Manufacturing)
HEAL(49): -0.05% Top=OPK PRXL VWR WCG ABMD TMO ZBH UHS ….. AET VAR IRWD CNC TFX RMD ISRG ELGX=Bottom (Health)
TRAN(27): -0.13% Top=SAVE UAL DAL AAL JBLU LUV TRN ALK ….. CP NAT FDX BRS GWR SWFT CSX KSU=Bottom (Transportation)
LEIS(35): -0.16% Top=WYNN SONC CCL MGM WEN SIX LVS WYN ….. DNKN DRI SEAS EAT ZOES TXRH SHAK CMG=Bottom (Leisure)
CONS(51): -0.17% Top=SPB ENR OI BERY UA BLL CCK PAY ….. MAT VFC FOSL KS ECL PVH NKE TPX=Bottom (Consumer)
RETA(61): -0.21% Top=NFLX KMX KSS AN BIG CVS GME SPLS ….. SFM TLRD FINL WFM BID ASNA BURL MIK=Bottom (Retail & Specialty Retail)
DISV(47): -0.22% Top=ACM CXW CAR JEC AMN HRI HRB BAH ….. MYGN TAL EEFT FDC FLT ULTA ATHN YY=Bottom (Diversified Services)
CHEM(26): -0.26% Top=AXTA PAH MON POT CE AGU EMN GRA ….. DD MOS DOW SMG FMC CC WLK CF=Bottom (Chemicals/Fertilizers)
COHW(34): -0.27% Top=T VZ CCI WDC ZAYO NTAP QCOM AAPL ….. VSAT CTL JNPR BBRY ACIA FNSR PSTG VG=Bottom (Computer Hardware/Telecom)
ENER(90): -0.33% Top=ATW ETE ETP PBF SXL PDCE SEP COP ….. EEP ECA CRC PTEN WPZ RES MTDR SGY=Bottom (Energy)
COSW(82): -0.69% Top=TWLO EQIX TTD ATVI JD ATHM WUBA SQ ….. WDAY BITA MSCI VIPS NUAN NTES SINA WB=Bottom (Computer Software/Internet)
META(30): -1.03% Top=FMSA CCJ SLW TAHO CLD GG STLD SLCA ….. SSRI RGLD PAAS SWC TECK AKS HL CLF=Bottom (Metals & Mining)

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 11:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:09 am ET
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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 (20161206 10:09 am ET)
17.2% of stocks are above yesterday’s high.
55.7% are above yesterday’s midpoint. (44.3% are below.)
14.3% are below yesterday’s low.
68.4% are inside yesterday’s range.
43.1% of stocks with today’s high > yesterday’s high. (56.9% less than).
28.8% of stocks with today’s low < yesterday’s low. (71.2% greater than).

EVIDENCE OF INTRADAY TREND (20161206 10:09 am ET)
40.7% of stocks are above today’s open. (58.2% are below).
30.2% of stocks are above today’s open and yesterday’s close.
43.4% are below both.
17.2% of stocks opened above yesterday’s high.
56.4% of stocks opened above yesterday’s close. (39.1% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161206 10:09 am ET)
6.9% of stocks are in the top 10% of today’s range.
14.6% are in the top 20%.
43.0% are in the top half. 57.0% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20161206 10:09 am ET)
46.5% of stocks are above yesterday’s close. (53.5% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 0.8% are down 3.5% or more.
80.5% are between +1% and -1%.

RSI on DAILY (20161206 10:09 am ET)
2-day: >=95:3.4%…>=90:8.0%…>=80:21.8%…>=50:67.4%…<=20:7.6%…<=10:2.5%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:66.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:67.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 10:09 am ET)
17.2% above previous 1 highs, 14.3% below previous 1 lows
14.5% above previous 2 highs, 6.9% below previous 2 lows
10.8% above previous 3 highs, 5.5% below previous 3 lows
8.0% above previous 4 highs, 3.5% below previous 4 lows
6.9% above previous 5 highs, 2.3% below previous 5 lows
6.5% above previous 6 highs, 2.2% below previous 6 lows
6.1% above previous 7 highs, 2.1% below previous 7 lows
6.0% above previous 8 highs, 2.1% below previous 8 lows
6.0% above previous 9 highs, 2.1% below previous 9 lows
6.0% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 10:09 am ET)
46.5% are above or equal to 12/5 close (1 days ago), 53.5% are below.
76.8% are above or equal to 12/2 close (2 days ago), 23.2% are below.
71.1% are above or equal to 12/1 close (3 days ago), 28.9% are below.
58.2% are above or equal to 11/30 close (4 days ago), 41.8% are below.
51.1% are above or equal to 11/29 close (5 days ago), 48.9% are below.
52.1% are above or equal to 11/28 close (6 days ago), 47.9% are below.
45.0% are above or equal to 11/25 close (7 days ago), 55.0% are below.
49.4% are above or equal to 11/23 close (8 days ago), 50.6% are below.
52.7% are above or equal to 11/22 close (9 days ago), 47.3% are below.
60.6% are above or equal to 11/21 close (10 days ago), 39.4% are below.
65.7% are above or equal to 11/18 close (11 days ago), 34.3% are below.
66.2% are above or equal to 11/17 close (12 days ago), 33.8% are below.
68.7% are above or equal to 11/16 close (13 days ago), 31.3% are below.
68.4% are above or equal to 11/15 close (14 days ago), 31.6% are below.
71.4% are above or equal to 11/14 close (15 days ago), 28.6% are below.
75.3% are above or equal to 11/11 close (16 days ago), 24.7% are below.
75.3% are above or equal to 11/10 close (17 days ago), 24.7% are below.
73.4% are above or equal to 11/9 close (18 days ago), 26.6% are below.
72.1% are above or equal to 11/8 close (19 days ago), 27.9% are below.
73.1% are above or equal to 11/7 close (20 days ago), 26.9% are below.
80.5% are above or equal to 11/4 close (21 days ago), 19.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 10:09 am ET)
20d: 10.6% new highs, 1.0% new lows
21d: 10.6% new highs, 1.0% new lows
42d: 9.1% new highs, 0.5% new lows
63d: 8.1% new highs, 0.5% new lows
126d: 7.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 10:09 am ET)
2-day: 43.7% above, 56.3% below
3-day: 69.9% above, 30.1% below
4-day: 71.6% above, 28.4% below
5-day: 70.5% above, 29.5% below
8-day: 56.3% above, 43.7% below
10-day: 54.2% above, 45.8% below
20-day: 68.0% above, 32.0% below
50-day: 67.1% above, 32.9% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 10:09 am ET)
ELEC(49): 0.78% Top=AMD SIMO CRUS PI CAVM CY QRVO TER ….. AYI FTV TRMB OCLR FIT FSLR LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): 0.27% Top=TOL KBH CAA LEN PHM TPH DHI DAR ….. FLR PWR EXP MLM USG SUM FAST MDR=Bottom (Materials & Construction)
META(30): 0.09% Top=SLW CLD CDE CCJ AG TAHO FNV GG ….. SSRI FCX CENX SLCA AKS ARNC TECK CLF=Bottom (Metals & Mining)
INSU(33): 0.08% Top=CNO ORI WLTW AXS VR LNC RGA TRV ….. AFSI PRU AFL AIG MET MBI SLF FAF=Bottom (Insurance)
REAL(97): 0.06% Top=PGRE COR SLG BAM HCN OFC LHO SNH ….. ACC WRI EDR CUBE NRF CLNY MPW STWD=Bottom (Real Estate)
FINA(88): 0.00% Top=BKU BMO PVTB NYCB TCB ZION CIT CFR ….. OMF WETF COF SLM JNS NSAM NAVI ISBC=Bottom (Banks/Financials)
LEIS(35): -0.02% Top=WYNN STAY SONC LVS MGM BYD DPZ CCL ….. SEAS DRI QSR SHAK TXRH ZOES EAT CMG=Bottom (Leisure)
HEAL(49): -0.06% Top=OPK WCG VWR ABMD IRWD UHS MOH MD ….. A CNC BAX BDX NUVA ELGX RMD ISRG=Bottom (Health)
COHW(34): -0.08% Top=CCI WDC QCOM VZ ZAYO AAPL NTAP T ….. TDC ACIA LVLT S FNSR VG CTL PSTG=Bottom (Computer Hardware/Telecom)
COSW(82): -0.09% Top=TWLO EQIX ATVI PTC SHOP TWTR ADSK WUBA ….. MDSO CERN FEYE NTES MSCI SINA FTNT WB=Bottom (Computer Software/Internet)
DISV(47): -0.13% Top=CAR AMN ACM TAL CXW HRB RRD BAH ….. RHI WOOF ULTA FLT RBA MYGN ATHN YY=Bottom (Diversified Services)
CONS(51): -0.16% Top=SPB UA PAY ENR BC BLL BERY COH ….. GT WHR PVH KS PBI VFC TPX NKE=Bottom (Consumer)
TRAN(27): -0.21% Top=SAVE UAL DAL AAL NAT LUV CHRW TRN ….. CNI SWFT FDX TK CP KSU CSX BRS=Bottom (Transportation)
MANU(41): -0.21% Top=TTC ROP DCI DDD WWD HON DE RS ….. BWXT AOS ITT SWK EMR MRC ATI KMT=Bottom (Manufacturing)
RETA(61): -0.26% Top=KMX NFLX AN AMZN CVS PAG GME BABA ….. WSM DKS WFM URBN FINL TLRD BURL MIK=Bottom (Retail & Specialty Retail)
CHEM(26): -0.42% Top=GRA AXTA ASH MON RPM SHW OLN SMG ….. CE MOS CC FMC DD DOW CF WLK=Bottom (Chemicals/Fertilizers)
ENER(90): -0.75% Top=REN PBF ETE RIG RICE SN ATW RDC ….. RES EEP BBG WPZ CRC PAGP MTDR SGY=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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

12/05/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161205. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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 (20161205 Closing)
47.4% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
5.8% are below yesterday’s low.
46.8% are inside yesterday’s range.
73.1% of stocks with today’s high > yesterday’s high. (26.9% less than).
15.9% of stocks with today’s low < yesterday’s low. (84.1% greater than).

EVIDENCE OF INTRADAY TREND (20161205 Closing)
63.1% of stocks are above today’s open. (35.5% are below).
61.5% of stocks are above today’s open and yesterday’s close.
18.0% are below both.
28.6% of stocks opened above yesterday’s high.
87.9% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161205 Closing)
17.5% of stocks are in the top 10% of today’s range.
30.2% are in the top 20%.
59.2% are in the top half. 40.8% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN (20161205 Closing)
80.4% of stocks are above yesterday’s close. (19.6% are below.)
4.0% are up 4.5% or more. 0.1% are down 4.5% or more.
7.7% are up 3.5% or more. 0.2% are down 3.5% or more.
45.2% are between +1% and -1%.

RSI on DAILY (20161205 Closing)
2-day: >=95:6.6%…>=90:13.4%…>=80:30.9%…>=50:74.6%…<=20:5.9%…<=10:2.8%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.5%…>=50:66.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:67.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 Closing)
47.4% above previous 1 highs, 5.8% below previous 1 lows
26.6% above previous 2 highs, 3.3% below previous 2 lows
18.3% above previous 3 highs, 2.1% below previous 3 lows
16.4% above previous 4 highs, 1.7% below previous 4 lows
14.6% above previous 5 highs, 1.4% below previous 5 lows
14.2% above previous 6 highs, 1.4% below previous 6 lows
14.0% above previous 7 highs, 1.2% below previous 7 lows
13.6% above previous 8 highs, 1.0% below previous 8 lows
13.6% above previous 9 highs, 0.9% below previous 9 lows
13.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 Closing)
80.4% are above or equal to 12/2 close (1 days ago), 19.6% are below.
75.3% are above or equal to 12/1 close (2 days ago), 24.7% are below.
59.1% are above or equal to 11/30 close (3 days ago), 40.9% are below.
53.2% are above or equal to 11/29 close (4 days ago), 46.8% are below.
54.1% are above or equal to 11/28 close (5 days ago), 45.9% are below.
46.1% are above or equal to 11/25 close (6 days ago), 53.9% are below.
49.9% are above or equal to 11/23 close (7 days ago), 50.1% are below.
53.3% are above or equal to 11/22 close (8 days ago), 46.7% are below.
60.6% are above or equal to 11/21 close (9 days ago), 39.4% are below.
66.6% are above or equal to 11/18 close (10 days ago), 33.4% are below.
65.6% are above or equal to 11/17 close (11 days ago), 34.4% are below.
68.7% are above or equal to 11/16 close (12 days ago), 31.3% are below.
68.4% are above or equal to 11/15 close (13 days ago), 31.6% are below.
71.3% are above or equal to 11/14 close (14 days ago), 28.7% are below.
75.3% are above or equal to 11/11 close (15 days ago), 24.7% are below.
75.8% are above or equal to 11/10 close (16 days ago), 24.2% are below.
73.4% are above or equal to 11/9 close (17 days ago), 26.6% are below.
72.9% are above or equal to 11/8 close (18 days ago), 27.1% are below.
73.2% are above or equal to 11/7 close (19 days ago), 26.8% are below.
80.0% are above or equal to 11/4 close (20 days ago), 20.0% are below.
80.2% are above or equal to 11/3 close (21 days ago), 19.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 Closing)
20d: 19.8% new highs, 0.8% new lows
21d: 19.8% new highs, 0.8% new lows
42d: 17.8% new highs, 0.6% new lows
63d: 16.6% new highs, 0.6% new lows
126d: 14.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 Closing)
2-day: 79.2% above, 20.8% below
3-day: 78.0% above, 22.0% below
4-day: 71.7% above, 28.3% below
5-day: 67.6% above, 32.4% below
8-day: 56.5% above, 43.5% below
10-day: 55.8% above, 44.2% below
20-day: 69.1% above, 30.9% below
50-day: 65.7% above, 34.3% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 Closing)
META(30): 2.24% Top=CLF AKS CMC CENX X STLD CCJ FMSA ….. SWC NEM TAHO GG AEM FNV AG CLD=Bottom (Metals & Mining)
ELEC(49): 1.86% Top=SPWR FSLR CSIQ AMBA OCLR NVDA QRVO CRUS ….. WAT MRVL CGNX DLB TXN MU FTV FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.48% Top=SPLK NOW SINA SHOP WUBA CTXS SYMC CRM ….. NUAN PTC IBM SYNT ZEN SABR BITA XRX=Bottom (Computer Software/Internet)
COHW(35): 1.40% Top=SSYS WIN VG ACIA CIEN FNSR TDC HPQ ….. ZAYO T VZ CDW ANET AAPL NTAP WDC=Bottom (Computer Hardware/Telecom)
FINA(89): 1.36% Top=OMF YRD BAC PFG LAZ HOMB FHN BOFI ….. EFX ARCC AXP TROW CFG LM APO KEY=Bottom (Banks/Financials)
CONS(51): 1.29% Top=PAY PVH FOSL COH LULU WWW KATE BC ….. KMB BERY MAT CCK BLL OI SPB GIL=Bottom (Consumer)
RETA(61): 1.24% Top=BLDR KORS ANF URBN AEO RH DKS MELI ….. W KR TGT KSS WMT NFLX M TLRD=Bottom (Retail & Specialty Retail)
CHEM(26): 1.18% Top=CC POT AXTA AGU OLN APD ALB CE ….. EMN CF SHW WLK MON PX SMG DD=Bottom (Chemicals/Fertilizers)
LEIS(35): 1.13% Top=SEAS HLT ZOES H CCL MAR WYN EXPE ….. MGM SIX WYNN SHAK GPRO CMG DPZ DNKN=Bottom (Leisure)
MATE(25): 1.06% Top=TOL MAS DAR KBH TPH WY CAA MDR ….. FLR MLM USG PHM PWR RSG SRCL WM=Bottom (Materials & Construction)
DISV(47): 1.05% Top=HRI FLT MYGN RRD MA WOOF GPN AMN ….. SERV ALLE CXW MCO YY JEC FDC SCI=Bottom (Diversified Services)
ENER(89): 1.04% Top=CVI HFC PBF RRC SWN SPN ATW VLO ….. PAA CPE ETE SM REN LPI WPX PE=Bottom (Energy)
REAL(97): 0.96% Top=LHO RLJ RLGY HST PEB NRZ MGP COR ….. NNN AMT MAA ACC SNH EDR ELS GPT=Bottom (Real Estate)
MANU(41): 0.91% Top=DDD ATI ZBRA RS MHK MFS PNR MRC ….. DE DHR ROP ROK ITT CAT GE FLS=Bottom (Manufacturing)
HEAL(50): 0.57% Top=OPK NUVA ACHC PRXL THC BSX PRAH ALGN ….. BDX ELGX CNC IRWD WCG EW UNH AET=Bottom (Health)
TRAN(27): 0.50% Top=BRS TK CHRW WAB EXPD JBHT FDX SWFT ….. XPO TRN AAL DAL SAVE UAL LUV ALK=Bottom (Transportation)
INSU(33): 0.47% Top=AFSI CNO WLTW MBI AGO MTG PRU CLGX ….. MET RGA CINF LNC ALL SLF PGR FAF=Bottom (Insurance)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 3:06 pm

Market Stats at 3:06 pm ET
by daytrend on 20161205. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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 (20161205 3:06 pm ET)
44.2% of stocks are above yesterday’s high.
74.2% are above yesterday’s midpoint. (25.8% are below.)
6.9% are below yesterday’s low.
48.9% are inside yesterday’s range.
71.3% of stocks with today’s high > yesterday’s high. (28.7% less than).
15.3% of stocks with today’s low < yesterday’s low. (84.7% greater than).

EVIDENCE OF INTRADAY TREND (20161205 3:06 pm ET)
61.0% of stocks are above today’s open. (37.7% are below).
59.9% of stocks are above today’s open and yesterday’s close.
19.0% are below both.
28.6% of stocks opened above yesterday’s high.
88.0% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161205 3:06 pm ET)
9.6% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20161205 3:06 pm ET)
79.6% of stocks are above yesterday’s close. (20.4% are below.)
3.7% are up 4.5% or more. 0.2% are down 4.5% or more.
6.7% are up 3.5% or more. 0.3% are down 3.5% or more.
48.6% are between +1% and -1%.

RSI on DAILY (20161205 3:06 pm ET)
2-day: >=95:6.0%…>=90:11.8%…>=80:29.0%…>=50:73.4%…<=20:6.5%…<=10:3.1%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.2%…>=50:66.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:66.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 3:06 pm ET)
44.2% above previous 1 highs, 6.9% below previous 1 lows
23.9% above previous 2 highs, 3.3% below previous 2 lows
16.7% above previous 3 highs, 2.2% below previous 3 lows
14.6% above previous 4 highs, 1.6% below previous 4 lows
13.3% above previous 5 highs, 1.5% below previous 5 lows
12.6% above previous 6 highs, 1.5% below previous 6 lows
12.5% above previous 7 highs, 1.2% below previous 7 lows
12.2% above previous 8 highs, 0.9% below previous 8 lows
12.2% above previous 9 highs, 0.7% below previous 9 lows
12.0% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 3:06 pm ET)
79.6% are above or equal to 12/2 close (1 days ago), 20.4% are below.
73.2% are above or equal to 12/1 close (2 days ago), 26.8% are below.
58.4% are above or equal to 11/30 close (3 days ago), 41.6% are below.
51.8% are above or equal to 11/29 close (4 days ago), 48.2% are below.
53.3% are above or equal to 11/28 close (5 days ago), 46.7% are below.
44.9% are above or equal to 11/25 close (6 days ago), 55.1% are below.
48.3% are above or equal to 11/23 close (7 days ago), 51.7% are below.
52.9% are above or equal to 11/22 close (8 days ago), 47.1% are below.
60.4% are above or equal to 11/21 close (9 days ago), 39.6% are below.
65.5% are above or equal to 11/18 close (10 days ago), 34.5% are below.
65.5% are above or equal to 11/17 close (11 days ago), 34.5% are below.
68.2% are above or equal to 11/16 close (12 days ago), 31.8% are below.
67.7% are above or equal to 11/15 close (13 days ago), 32.3% are below.
70.0% are above or equal to 11/14 close (14 days ago), 30.0% are below.
75.1% are above or equal to 11/11 close (15 days ago), 24.9% are below.
75.2% are above or equal to 11/10 close (16 days ago), 24.8% are below.
73.1% are above or equal to 11/9 close (17 days ago), 26.9% are below.
72.0% are above or equal to 11/8 close (18 days ago), 28.0% are below.
72.5% are above or equal to 11/7 close (19 days ago), 27.5% are below.
79.7% are above or equal to 11/4 close (20 days ago), 20.3% are below.
79.4% are above or equal to 11/3 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 3:06 pm ET)
20d: 19.1% new highs, 0.8% new lows
21d: 19.1% new highs, 0.8% new lows
42d: 17.1% new highs, 0.6% new lows
63d: 16.0% new highs, 0.6% new lows
126d: 14.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 3:06 pm ET)
2-day: 78.8% above, 21.2% below
3-day: 76.9% above, 23.1% below
4-day: 70.5% above, 29.5% below
5-day: 65.1% above, 34.9% below
8-day: 54.2% above, 45.8% below
10-day: 54.8% above, 45.2% below
20-day: 68.6% above, 31.4% below
50-day: 65.7% above, 34.3% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 3:06 pm ET)
META(30): 2.20% Top=CLF AKS CENX CMC FMSA X STLD CCJ ….. TAHO TCK SWC NEM AEM FNV AG CLD=Bottom (Metals & Mining)
ELEC(49): 1.79% Top=SPWR CSIQ FSLR OCLR AMBA NVDA QRVO TRMB ….. AMAT MRVL CGNX TXN DLB FTV FIT MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.41% Top=SPLK NOW SHOP WUBA FEYE CTXS SINA CRM ….. PTC SSNC NUAN ZEN SABR SYNT XRX BITA=Bottom (Computer Software/Internet)
COHW(35): 1.26% Top=SSYS WIN VG CIEN FNSR ACIA TDC HPQ ….. LVLT ZAYO VZ CDW AAPL ANET NTAP WDC=Bottom (Computer Hardware/Telecom)
CONS(51): 1.22% Top=PAY PVH FOSL BC NKE KATE COH LULU ….. BERY CCK CLX KMB SPB BLL GIL OI=Bottom (Consumer)
FINA(89): 1.19% Top=OMF YRD BAC SEIC HOMB LAZ OZRK UMPQ ….. PNC LM SBNY TROW CFG WETF APO KEY=Bottom (Banks/Financials)
ENER(89): 1.17% Top=CVI HFC RRC SWN PBF ATW RIG SPN ….. ETE CRZO SM REN CPE WPX PE LPI=Bottom (Energy)
RETA(61): 1.10% Top=ANF RH KORS BLDR AEO DKS URBN MELI ….. W KR KSS WMT TGT NFLX M TLRD=Bottom (Retail & Specialty Retail)
LEIS(35): 1.05% Top=SEAS EXPE CCL STAY HLT H ZOES RCL ….. SONC MGM PNRA WYNN DPZ SIX SHAK DNKN=Bottom (Leisure)
CHEM(26): 1.02% Top=AGU POT CC AXTA APD HUN CE OLN ….. IFF PAH WLK PX MON SHW DD SMG=Bottom (Chemicals/Fertilizers)
MATE(25): 0.93% Top=TOL DAR CAA MAS KBH TPH MDR WY ….. FLR PHM USG MLM PWR SRCL RSG WM=Bottom (Materials & Construction)
DISV(47): 0.93% Top=HRI RRD FLT MYGN MA AMN WOOF V ….. ALLE TAL YY MCO FDC CXW JEC SCI=Bottom (Diversified Services)
MANU(41): 0.81% Top=DDD ATI ZBRA RS MHK MFS PNR MRC ….. KMT BWXT ROK ROP GE ITT CAT FLS=Bottom (Manufacturing)
REAL(97): 0.78% Top=LHO RLJ RLGY NRZ HST MPW COR PEB ….. CPT EDR NNN ELS ACC MAA SNH GPT=Bottom (Real Estate)
TRAN(27): 0.60% Top=BRS TK WAB CHRW SWFT CNI CP EXPD ….. TRN AAL SAVE ODFL DAL LUV UAL ALK=Bottom (Transportation)
HEAL(50): 0.34% Top=NUVA OPK ACHC COO ALGN PRXL THC A ….. ELGX ANTM EW CNC IRWD WCG UNH AET=Bottom (Health)
INSU(33): 0.31% Top=MBI WLTW AGO CLGX BRO AFSI MTG RDN ….. TRV RGA ALL SLF CINF ORI PGR FAF=Bottom (Insurance)

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 3:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:29 pm

Market Stats at 12:29 pm ET
by daytrend on 20161205. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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 (20161205 12:29 pm ET)
44.3% of stocks are above yesterday’s high.
76.5% are above yesterday’s midpoint. (23.5% are below.)
4.6% are below yesterday’s low.
51.1% are inside yesterday’s range.
68.6% of stocks with today’s high > yesterday’s high. (31.4% less than).
12.2% of stocks with today’s low < yesterday’s low. (87.8% greater than).

EVIDENCE OF INTRADAY TREND (20161205 12:29 pm ET)
61.6% of stocks are above today’s open. (37.1% are below).
60.2% of stocks are above today’s open and yesterday’s close.
15.2% are below both.
28.6% of stocks opened above yesterday’s high.
88.0% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161205 12:29 pm ET)
8.8% of stocks are in the top 10% of today’s range.
22.3% are in the top 20%.
59.4% are in the top half. 40.6% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20161205 12:29 pm ET)
83.5% of stocks are above yesterday’s close. (16.5% are below.)
2.2% are up 4.5% or more. 0.1% are down 4.5% or more.
6.9% are up 3.5% or more. 0.2% are down 3.5% or more.
51.3% are between +1% and -1%.

RSI on DAILY (20161205 12:29 pm ET)
2-day: >=95:6.6%…>=90:12.9%…>=80:29.4%…>=50:74.7%…<=20:4.4%…<=10:2.4%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.5%…>=50:66.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:66.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 12:29 pm ET)
44.3% above previous 1 highs, 4.6% below previous 1 lows
21.2% above previous 2 highs, 2.0% below previous 2 lows
14.8% above previous 3 highs, 1.4% below previous 3 lows
13.4% above previous 4 highs, 1.2% below previous 4 lows
12.1% above previous 5 highs, 0.7% below previous 5 lows
11.9% above previous 6 highs, 0.7% below previous 6 lows
11.8% above previous 7 highs, 0.7% below previous 7 lows
11.5% above previous 8 highs, 0.7% below previous 8 lows
11.5% above previous 9 highs, 0.6% below previous 9 lows
11.4% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 12:29 pm ET)
83.5% are above or equal to 12/2 close (1 days ago), 16.5% are below.
76.0% are above or equal to 12/1 close (2 days ago), 24.0% are below.
59.5% are above or equal to 11/30 close (3 days ago), 40.5% are below.
49.6% are above or equal to 11/29 close (4 days ago), 50.4% are below.
51.3% are above or equal to 11/28 close (5 days ago), 48.7% are below.
44.4% are above or equal to 11/25 close (6 days ago), 55.6% are below.
49.4% are above or equal to 11/23 close (7 days ago), 50.6% are below.
53.4% are above or equal to 11/22 close (8 days ago), 46.6% are below.
58.9% are above or equal to 11/21 close (9 days ago), 41.1% are below.
65.4% are above or equal to 11/18 close (10 days ago), 34.6% are below.
64.8% are above or equal to 11/17 close (11 days ago), 35.2% are below.
68.1% are above or equal to 11/16 close (12 days ago), 31.9% are below.
67.6% are above or equal to 11/15 close (13 days ago), 32.4% are below.
69.7% are above or equal to 11/14 close (14 days ago), 30.3% are below.
73.7% are above or equal to 11/11 close (15 days ago), 26.3% are below.
73.9% are above or equal to 11/10 close (16 days ago), 26.1% are below.
71.9% are above or equal to 11/9 close (17 days ago), 28.1% are below.
72.0% are above or equal to 11/8 close (18 days ago), 28.0% are below.
72.5% are above or equal to 11/7 close (19 days ago), 27.5% are below.
79.5% are above or equal to 11/4 close (20 days ago), 20.5% are below.
79.0% are above or equal to 11/3 close (21 days ago), 21.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 12:29 pm ET)
20d: 17.9% new highs, 0.7% new lows
21d: 17.9% new highs, 0.7% new lows
42d: 16.1% new highs, 0.5% new lows
63d: 15.0% new highs, 0.5% new lows
126d: 13.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 12:29 pm ET)
2-day: 82.6% above, 17.4% below
3-day: 80.5% above, 19.5% below
4-day: 72.8% above, 27.2% below
5-day: 66.9% above, 33.1% below
8-day: 54.1% above, 45.9% below
10-day: 55.4% above, 44.6% below
20-day: 67.9% above, 32.1% below
50-day: 65.4% above, 34.6% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 12:29 pm ET)
ENER(89): 1.96% Top=CVI HFC RRC SPN CRC RIG PBF BBG ….. SXL ETP CRZO PAA ETE WPZ PE WPX=Bottom (Energy)
ELEC(49): 1.44% Top=CSIQ SPWR FSLR QRVO OCLR NVDA TRMB AMBA ….. FIT TXN AMAT CGNX CY DLB FTV MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 1.38% Top=AKS FMSA CLF CDE CMC CNX STLD CCJ ….. RGLD GG CLD SLW AEM FNV TAHO AG=Bottom (Metals & Mining)
COSW(82): 1.38% Top=SPLK CRM SINA WUBA FEYE SHOP ATHM MTCH ….. VEEV NCR VIPS NTNX NUAN XRX SABR BITA=Bottom (Computer Software/Internet)
CONS(51): 1.35% Top=PAY FOSL LULU KATE WWW COH BC NKE ….. SKX CL CLX KMB BLL GIL SPB OI=Bottom (Consumer)
FINA(89): 1.26% Top=OMF SLM YRD OZRK BOFI BAC SEIC GS ….. ACAS CFG LAZ LM WETF TROW APO KEY=Bottom (Banks/Financials)
CHEM(26): 1.09% Top=CC MOS AGU POT AXTA APD HUN PPG ….. CF PAH EMN WLK IFF SMG PX SHW=Bottom (Chemicals/Fertilizers)
COHW(35): 1.07% Top=SSYS WIN VG FNSR CIEN ACIA TDC HPQ ….. LVLT ANET ZAYO S NTAP CTL AAPL WDC=Bottom (Computer Hardware/Telecom)
RETA(61): 1.07% Top=BLDR RH ANF BBY KORS GPS MELI AEO ….. WMT WBA M COST W KR NFLX TLRD=Bottom (Retail & Specialty Retail)
LEIS(35): 1.01% Top=SEAS CCL HLT ZOES LQ RCL STAY MAR ….. WYNN PNRA DPZ GPRO MGM BLMN SHAK DNKN=Bottom (Leisure)
MANU(41): 0.95% Top=DDD ATI ZBRA RS MHK MIDD AGCO MFS ….. LECO DHR FLS ROP CAT BWXT ROK GE=Bottom (Manufacturing)
MATE(25): 0.85% Top=MAS TOL MDR FAST DAR OC KBH CAA ….. PWR MLM DHI FLR LEN SRCL WM RSG=Bottom (Materials & Construction)
DISV(47): 0.83% Top=HRI MYGN ADS EEFT V WOOF CAR FLT ….. HRB MAN JEC MCO TAL YY CXW SCI=Bottom (Diversified Services)
REAL(97): 0.61% Top=PEB LHO RLJ SC RLGY NRZ DRH HST ….. VER AMT SRC NNN MAA O SNH GPT=Bottom (Real Estate)
TRAN(27): 0.53% Top=BRS TK WAB NAT CP CHRW CNI SWFT ….. DAL AAL XPO JBLU LUV SAVE UAL ALK=Bottom (Transportation)
INSU(33): 0.42% Top=WLTW CLGX MTG BRO PRU MET CNO AFSI ….. ALL HIG RGA SLF CINF PGR ORI TRV=Bottom (Insurance)
HEAL(50): 0.38% Top=NUVA OPK BKD THC ALGN IART ACHC COO ….. ELGX EW DVA CNC WCG IRWD UNH AET=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 12:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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