daytrend

12/30/2016

Filed under: Market Stats — daytrend @ 4:39 pm

Closing Stats
by daytrend on 20161230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20161230 Closing)
13.1% of stocks are above yesterday’s high.
29.4% are above yesterday’s midpoint. (70.6% are below.)
38.5% are below yesterday’s low.
48.4% are inside yesterday’s range.
40.4% of stocks with today’s high > yesterday’s high. (59.6% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND (20161230 Closing)
25.1% of stocks are above today’s open. (74.4% are below).
23.8% of stocks are above today’s open and yesterday’s close.
54.6% are below both.
12.4% of stocks opened above yesterday’s high.
84.5% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161230 Closing)
5.0% of stocks are in the top 10% of today’s range.
10.0% are in the top 20%.
29.5% are in the top half. 70.5% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20161230 Closing)
44.0% of stocks are above yesterday’s close. (56.0% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.2% are up 3.5% or more. 1.2% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20161230 Closing)
2-day: >=95:2.2%…>=90:5.1%…>=80:11.5%…>=50:28.2%…<=20:44.2%…<=10:27.6%…<=5:13.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161230 Closing)
13.1% above previous 1 highs, 38.5% below previous 1 lows
10.2% above previous 2 highs, 34.9% below previous 2 lows
8.5% above previous 3 highs, 33.7% below previous 3 lows
8.1% above previous 4 highs, 31.3% below previous 4 lows
7.6% above previous 5 highs, 28.9% below previous 5 lows
4.3% above previous 6 highs, 27.8% below previous 6 lows
4.1% above previous 7 highs, 26.0% below previous 7 lows
4.1% above previous 8 highs, 23.4% below previous 8 lows
4.1% above previous 9 highs, 21.1% below previous 9 lows
4.1% above previous 10 highs, 19.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161230 Closing)
44.0% are above or equal to 12/29 close (1 days ago), 56.0% are below.
33.9% are above or equal to 12/28 close (2 days ago), 66.1% are below.
17.8% are above or equal to 12/27 close (3 days ago), 82.2% are below.
23.8% are above or equal to 12/23 close (4 days ago), 76.2% are below.
28.7% are above or equal to 12/22 close (5 days ago), 71.3% are below.
24.9% are above or equal to 12/21 close (6 days ago), 75.1% are below.
22.1% are above or equal to 12/20 close (7 days ago), 77.9% are below.
30.6% are above or equal to 12/19 close (8 days ago), 69.4% are below.
37.4% are above or equal to 12/16 close (9 days ago), 62.6% are below.
34.8% are above or equal to 12/15 close (10 days ago), 65.2% are below.
41.5% are above or equal to 12/14 close (11 days ago), 58.5% are below.
29.6% are above or equal to 12/13 close (12 days ago), 70.4% are below.
31.7% are above or equal to 12/12 close (13 days ago), 68.3% are below.
27.4% are above or equal to 12/9 close (14 days ago), 72.6% are below.
28.1% are above or equal to 12/8 close (15 days ago), 71.9% are below.
35.6% are above or equal to 12/7 close (16 days ago), 64.4% are below.
49.6% are above or equal to 12/6 close (17 days ago), 50.4% are below.
54.1% are above or equal to 12/5 close (18 days ago), 45.9% are below.
60.8% are above or equal to 12/2 close (19 days ago), 39.2% are below.
61.3% are above or equal to 12/1 close (20 days ago), 38.7% are below.
58.2% are above or equal to 11/30 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161230 Closing)
20d: 4.9% new highs, 14.5% new lows
21d: 4.9% new highs, 12.9% new lows
42d: 2.6% new highs, 3.1% new lows
63d: 1.3% new highs, 2.4% new lows
126d: 0.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161230 Closing)
2-day: 43.2% above, 56.8% below
3-day: 37.4% above, 62.6% below
4-day: 24.0% above, 76.0% below
5-day: 22.7% above, 77.3% below
8-day: 22.1% above, 77.9% below
10-day: 25.0% above, 75.0% below
20-day: 33.7% above, 66.3% below
50-day: 65.7% above, 34.3% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161230 Closing)
REAL(101): 1.20% Top=GPT KRC BDN SLG CBL LXP CLI SRC ….. NLY ARR CYS AMT TWO IVR ALLY CIM=Bottom (Real Estate)
FINA(90): 0.57% Top=OMF CFR FII RF SIVB WDR KEY JPM ….. TROW WU UMBF EFX PYPL JNS WETF KKR=Bottom (Banks/Financials)
ENER(91): 0.11% Top=CRC CVI GEL REN COG SPN MPLX NBR ….. NFX QEP DK PDCE BBG RDC EGN OKS=Bottom (Energy)
INSU(31): -0.02% Top=FNF LNC MET AFSI BRO AJG UNM PRU ….. L MMC AIG AFL MTG FAF AGO MBI=Bottom (Insurance)
RETA(61): -0.10% Top=DKS ETSY TLRD KMX ANF ASNA WSM MIK ….. WBA KSS ORLY ROST NFLX MELI SFM AMZN=Bottom (Retail & Specialty Retail)
MANU(33): -0.23% Top=DDD ITT CFX FLS ITW ROP AME PH ….. IR XYL PNR EMR ETN MHK RS TEX=Bottom (Manufacturing)
TRAN(26): -0.24% Top=NAT JBLU ALK KSU SAVE GWR ODFL CP ….. UNP BRS DAL UAL LUV CNI CSX AAL=Bottom (Transportation)
CONS(49): -0.31% Top=KATE PAY FOSL TPX MAT LULU SKX COH ….. OI FBHS WRK CLX CHD NWL LEG CRI=Bottom (Consumer)
COSW(76): -0.33% Top=FEYE DATA NTNX PFPT NUAN ZEN SHOP WUBA ….. WDAY GWRE TWLO EA SINA FIS MDRX NTES=Bottom (Computer Software/Internet)
CHEM(24): -0.34% Top=PAH SMG MOS GRA MON FMC PPG PX ….. IFF CF DOW WLK ALB DD OLN CC=Bottom (Chemicals/Fertilizers)
DISV(43): -0.40% Top=RRD INFO VNTV TRU G CXW WOOF SERV ….. ALLE HRB R AMN CAR FDC ZTO YY=Bottom (Diversified Services)
HEAL(45): -0.54% Top=PRAH VWR PRXL NUVA STJ DGX LH HCA ….. ANTM XRAY SYK ESRX BKD THC DXCM OPK=Bottom (Health)
COHW(32): -0.60% Top=STX COMM ARRS ANET BCE VRSN JNPR PANW ….. TMUS QCOM VIAV ZAYO VG FNSR ACIA S=Bottom (Computer Hardware/Telecom)
LEIS(34): -0.67% Top=MGM RRR STAY CMG HLT CCL BYD ARMK ….. DRI SHAK WEN SBUX TXRH SEAS DPZ SONC=Bottom (Leisure)
MATE(24): -0.74% Top=PWR SRCL WCN FLR EXP RSG DAR WM ….. MLM TOL SUM KBH CAA VMC USG TPH=Bottom (Materials & Construction)
ELEC(49): -0.91% Top=PI FLEX TRMB KEYS WAT CSIQ AMBA CAVM ….. ON MSCC SPWR SWKS AMKR SIMO CRUS IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): -2.15% Top=FMSA AKS CCJ SLCA SCCO CLF ARNC CMC ….. RGLD X SLW SSRI TAHO CDE AGI AG=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/

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Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 2:25 pm ET
by daytrend on 20161230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20161230 2:25 pm ET)
13.5% of stocks are above yesterday’s high.
34.1% are above yesterday’s midpoint. (65.9% are below.)
34.3% are below yesterday’s low.
52.2% are inside yesterday’s range.
39.8% of stocks with today’s high > yesterday’s high. (60.2% less than).
55.8% of stocks with today’s low < yesterday’s low. (44.2% greater than).

EVIDENCE OF INTRADAY TREND (20161230 2:25 pm ET)
26.8% of stocks are above today’s open. (72.6% are below).
25.9% of stocks are above today’s open and yesterday’s close.
51.1% are below both.
12.4% of stocks opened above yesterday’s high.
84.5% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161230 2:25 pm ET)
6.8% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
33.0% are in the top half. 67.0% of stocks are in the bottom half of today’s range.
37.2% are in the bottom 20%.
21.9% are in the bottom 10%.

GAIN (20161230 2:25 pm ET)
47.9% of stocks are above yesterday’s close. (52.1% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.5% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20161230 2:25 pm ET)
2-day: >=95:2.5%…>=90:5.7%…>=80:12.2%…>=50:31.3%…<=20:40.9%…<=10:25.2%…<=5:11.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:50.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161230 2:25 pm ET)
13.5% above previous 1 highs, 34.3% below previous 1 lows
10.3% above previous 2 highs, 30.7% below previous 2 lows
9.1% above previous 3 highs, 29.4% below previous 3 lows
8.5% above previous 4 highs, 26.3% below previous 4 lows
8.0% above previous 5 highs, 24.1% below previous 5 lows
4.5% above previous 6 highs, 23.3% below previous 6 lows
4.4% above previous 7 highs, 22.1% below previous 7 lows
4.4% above previous 8 highs, 19.5% below previous 8 lows
4.3% above previous 9 highs, 17.3% below previous 9 lows
4.3% above previous 10 highs, 15.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161230 2:25 pm ET)
47.9% are above or equal to 12/29 close (1 days ago), 52.1% are below.
36.8% are above or equal to 12/28 close (2 days ago), 63.2% are below.
19.1% are above or equal to 12/27 close (3 days ago), 80.9% are below.
25.6% are above or equal to 12/23 close (4 days ago), 74.4% are below.
30.2% are above or equal to 12/22 close (5 days ago), 69.8% are below.
26.3% are above or equal to 12/21 close (6 days ago), 73.7% are below.
24.5% are above or equal to 12/20 close (7 days ago), 75.5% are below.
31.9% are above or equal to 12/19 close (8 days ago), 68.1% are below.
38.5% are above or equal to 12/16 close (9 days ago), 61.5% are below.
36.7% are above or equal to 12/15 close (10 days ago), 63.3% are below.
42.7% are above or equal to 12/14 close (11 days ago), 57.3% are below.
30.1% are above or equal to 12/13 close (12 days ago), 69.9% are below.
32.0% are above or equal to 12/12 close (13 days ago), 68.0% are below.
27.8% are above or equal to 12/9 close (14 days ago), 72.2% are below.
29.0% are above or equal to 12/8 close (15 days ago), 71.0% are below.
36.7% are above or equal to 12/7 close (16 days ago), 63.3% are below.
50.2% are above or equal to 12/6 close (17 days ago), 49.8% are below.
54.4% are above or equal to 12/5 close (18 days ago), 45.6% are below.
62.0% are above or equal to 12/2 close (19 days ago), 38.0% are below.
62.1% are above or equal to 12/1 close (20 days ago), 37.9% are below.
60.0% are above or equal to 11/30 close (21 days ago), 40.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161230 2:25 pm ET)
20d: 4.8% new highs, 11.6% new lows
21d: 4.8% new highs, 10.9% new lows
42d: 2.5% new highs, 2.6% new lows
63d: 1.3% new highs, 2.0% new lows
126d: 0.6% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161230 2:25 pm ET)
2-day: 46.7% above, 53.3% below
3-day: 40.6% above, 59.4% below
4-day: 26.3% above, 73.7% below
5-day: 24.1% above, 75.9% below
8-day: 23.5% above, 76.5% below
10-day: 26.5% above, 73.5% below
20-day: 35.1% above, 64.9% below
50-day: 66.7% above, 33.3% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161230 2:25 pm ET)
REAL(101): 1.30% Top=KRC CBL CLI BDN DEI KIM LPT WRI ….. TWO AMT ARR IVR CSAL CYS CIM ALLY=Bottom (Real Estate)
FINA(90): 0.67% Top=OMF CFR SIVB RF KEY FII WDR NYCB ….. CME WU TROW EFX JNS PYPL BX KKR=Bottom (Banks/Financials)
ENER(91): 0.17% Top=CRC CVI GEL COG SPN REN LPI PBF ….. ECA EGN BWP NFX PDCE DK OKS BBG=Bottom (Energy)
INSU(31): 0.12% Top=FNF BRO AJG MET ORI LNC RDN UNM ….. MTG ALL FAF AFL MMC AGO AIG MBI=Bottom (Insurance)
MANU(33): -0.13% Top=ITT MRC CFX DDD FLS DCI AGCO CMI ….. AOS CAT IR PNR EMR ETN MHK TEX=Bottom (Manufacturing)
CONS(49): -0.22% Top=KATE PAY SKX MAT TPX LULU ENR FOSL ….. EL WHR GT CLX WRK LEG NWL CRI=Bottom (Consumer)
TRAN(26): -0.23% Top=SAVE JBLU ALK NAT KSU TRN ODFL GWR ….. UNP DAL CNI UAL LUV CSX AAL BRS=Bottom (Transportation)
COSW(76): -0.23% Top=NTNX FEYE DATA PFPT MSCI XRX ANSS ZEN ….. TRIP WDAY JD EA FIS BIDU SINA NTES=Bottom (Computer Software/Internet)
CHEM(24): -0.26% Top=PAH SMG GRA FMC MOS PPG ASH CE ….. APD MON POT DOW ALB CF DD CC=Bottom (Chemicals/Fertilizers)
RETA(61): -0.27% Top=TLRD DKS KMX ASNA CPRT TIF SIG KORS ….. ORLY KSS SPLS GPS RH GNC AMZN SFM=Bottom (Retail & Specialty Retail)
DISV(43): -0.35% Top=RRD INFO TRU VNTV CXW G ACM RBA ….. HRB ZTO ALLE CAR WTW AMN FDC YY=Bottom (Diversified Services)
HEAL(45): -0.51% Top=PRAH VWR PRXL DGX NUVA BCR HCA STJ ….. IRWD SYK CNC THC ANTM BKD DXCM OPK=Bottom (Health)
MATE(24): -0.57% Top=PWR WCN SRCL FLR EXP RSG WM DAR ….. OC TOL WY MLM VMC SUM USG TPH=Bottom (Materials & Construction)
COHW(32): -0.59% Top=ARRS STX VRSN COMM ANET PANW BCE TDC ….. ZAYO CTL QCOM TMUS VIAV ACIA FNSR S=Bottom (Computer Hardware/Telecom)
LEIS(34): -0.59% Top=MGM CMG RRR BYD BLMN MTN ARMK GPRO ….. SIX WYNN SONC TXRH LVS DPZ DRI SEAS=Bottom (Leisure)
ELEC(49): -0.96% Top=WAT BRKR KEYS FLEX TRMB PI APH CAVM ….. MU ON SIMO OCLR SWKS QRVO CRUS IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): -1.32% Top=AKS FMSA SLCA CCJ SCCO CLF GG ARNC ….. TAHO X CENX SSRI SLW AGI CDE AG=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 2:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 12:36 pm ET
by daytrend on 20161230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20161230 12:36 pm ET)
14.3% of stocks are above yesterday’s high.
36.0% are above yesterday’s midpoint. (64.0% are below.)
26.8% are below yesterday’s low.
58.9% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
51.4% of stocks with today’s low < yesterday’s low. (48.6% greater than).

EVIDENCE OF INTRADAY TREND (20161230 12:36 pm ET)
30.0% of stocks are above today’s open. (69.2% are below).
28.6% of stocks are above today’s open and yesterday’s close.
43.0% are below both.
12.4% of stocks opened above yesterday’s high.
84.5% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161230 12:36 pm ET)
3.6% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
37.3% are in the top half. 62.7% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20161230 12:36 pm ET)
55.8% of stocks are above yesterday’s close. (44.2% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.2% are up 3.5% or more. 0.2% are down 3.5% or more.
75.0% are between +1% and -1%.

RSI on DAILY (20161230 12:36 pm ET)
2-day: >=95:1.8%…>=90:5.1%…>=80:12.5%…>=50:33.3%…<=20:34.1%…<=10:19.5%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161230 12:36 pm ET)
14.3% above previous 1 highs, 26.8% below previous 1 lows
10.4% above previous 2 highs, 24.3% below previous 2 lows
7.9% above previous 3 highs, 23.3% below previous 3 lows
7.3% above previous 4 highs, 20.5% below previous 4 lows
6.7% above previous 5 highs, 18.8% below previous 5 lows
3.2% above previous 6 highs, 18.2% below previous 6 lows
2.9% above previous 7 highs, 17.1% below previous 7 lows
2.7% above previous 8 highs, 14.5% below previous 8 lows
2.7% above previous 9 highs, 12.5% below previous 9 lows
2.7% above previous 10 highs, 10.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161230 12:36 pm ET)
55.8% are above or equal to 12/29 close (1 days ago), 44.2% are below.
41.2% are above or equal to 12/28 close (2 days ago), 58.8% are below.
20.0% are above or equal to 12/27 close (3 days ago), 80.0% are below.
26.0% are above or equal to 12/23 close (4 days ago), 74.0% are below.
32.3% are above or equal to 12/22 close (5 days ago), 67.7% are below.
27.5% are above or equal to 12/21 close (6 days ago), 72.5% are below.
24.0% are above or equal to 12/20 close (7 days ago), 76.0% are below.
32.7% are above or equal to 12/19 close (8 days ago), 67.3% are below.
40.4% are above or equal to 12/16 close (9 days ago), 59.6% are below.
37.5% are above or equal to 12/15 close (10 days ago), 62.5% are below.
43.4% are above or equal to 12/14 close (11 days ago), 56.6% are below.
30.1% are above or equal to 12/13 close (12 days ago), 69.9% are below.
32.4% are above or equal to 12/12 close (13 days ago), 67.6% are below.
28.4% are above or equal to 12/9 close (14 days ago), 71.6% are below.
28.9% are above or equal to 12/8 close (15 days ago), 71.1% are below.
36.9% are above or equal to 12/7 close (16 days ago), 63.1% are below.
50.3% are above or equal to 12/6 close (17 days ago), 49.7% are below.
55.3% are above or equal to 12/5 close (18 days ago), 44.7% are below.
61.9% are above or equal to 12/2 close (19 days ago), 38.1% are below.
63.4% are above or equal to 12/1 close (20 days ago), 36.6% are below.
60.3% are above or equal to 11/30 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161230 12:36 pm ET)
20d: 4.2% new highs, 9.1% new lows
21d: 4.2% new highs, 8.5% new lows
42d: 2.0% new highs, 1.9% new lows
63d: 1.2% new highs, 1.7% new lows
126d: 0.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161230 12:36 pm ET)
2-day: 53.8% above, 46.2% below
3-day: 46.2% above, 53.8% below
4-day: 28.8% above, 71.2% below
5-day: 27.4% above, 72.6% below
8-day: 26.4% above, 73.6% below
10-day: 27.7% above, 72.3% below
20-day: 37.6% above, 62.4% below
50-day: 66.8% above, 33.2% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161230 12:36 pm ET)
REAL(101): 0.93% Top=CBL BDN KRC WRI CLI SKT KIM DEI ….. BXMT IVR STWD CYS AMT TWO CSAL CIM=Bottom (Real Estate)
FINA(90): 0.63% Top=OMF FII CFR KEY WDR SIVB SLM AMP ….. CME WU PBCT EFX WETF UMBF BX KKR=Bottom (Banks/Financials)
ENER(91): 0.50% Top=CRC COG CVI GEL LPI SPN SM CLR ….. RDC BWP NOV ECA PE DK BBG OKS=Bottom (Energy)
INSU(31): 0.11% Top=FNF RDN BRO AJG LNC MET ORI TMK ….. MTG AFL L FAF MMC AIG AGO MBI=Bottom (Insurance)
MANU(33): 0.06% Top=DDD ITT MRC AGCO FLS CFX DCI ROP ….. KMT PNR CAT EMR ATI MHK ETN TEX=Bottom (Manufacturing)
RETA(61): 0.03% Top=TLRD DKS ANF KMX AEO WSM TIF CPRT ….. AMZN PAG WBA W NFLX ORLY PIR RH=Bottom (Retail & Specialty Retail)
COSW(76): -0.07% Top=NTNX DATA PFPT FEYE NOW MBLY ZEN XRX ….. GRUB FIS BIDU JD SINA WDAY EA NTES=Bottom (Computer Software/Internet)
CONS(49): -0.10% Top=KATE PAY LULU SKX MAT TPX TUP COH ….. IP EPC CLX NWL LEG GT CRI WRK=Bottom (Consumer)
TRAN(26): -0.18% Top=JBLU CP ALK NAT SAVE ODFL KSU GWR ….. UNP CHRW UAL DAL LUV AAL CSX BRS=Bottom (Transportation)
DISV(43): -0.20% Top=RRD RBA VNTV INFO TRU G ATHN ACM ….. ULTA R PAYX ZTO AMN YY FDC CAR=Bottom (Diversified Services)
MATE(24): -0.26% Top=PWR SRCL EXP DAR WCN FLR WM RSG ….. SUM USG MAS TOL VMC WY CAA TPH=Bottom (Materials & Construction)
HEAL(45): -0.31% Top=ABT VWR BCR BAX STJ EW PRAH DGX ….. CNC ESRX THC ANTM IRWD BKD DXCM OPK=Bottom (Health)
CHEM(24): -0.36% Top=PAH SMG ASH IFF GRA PPG SHW FMC ….. POT OLN HUN CC DOW ALB DD CF=Bottom (Chemicals/Fertilizers)
COHW(32): -0.41% Top=STX WDC ANET ARRS VRSN TDC HPQ BCE ….. CTL VG TMUS ZAYO VIAV FNSR ACIA S=Bottom (Computer Hardware/Telecom)
ELEC(49): -0.52% Top=PI BRKR CSIQ KEYS AYI FLEX CGNX WAT ….. QRVO SPWR MU CRUS DLB SIMO IDTI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): -0.52% Top=CMG MGM BLMN ARMK CCL RRR MTN BYD ….. LVS TXRH WYNN DRI SONC SHAK SIX SEAS=Bottom (Leisure)
META(28): -1.03% Top=FMSA AKS SLCA CCJ SCCO GG CLF ABX ….. PAAS X SSRI CENX AGI SLW CDE AG=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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 10:45 am ET
by daytrend on 20161230. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20161230 10:45 am ET)
11.9% of stocks are above yesterday’s high.
34.6% are above yesterday’s midpoint. (65.4% are below.)
26.5% are below yesterday’s low.
61.5% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
48.4% of stocks with today’s low < yesterday’s low. (51.6% greater than).

EVIDENCE OF INTRADAY TREND (20161230 10:45 am ET)
28.2% of stocks are above today’s open. (70.4% are below).
26.6% of stocks are above today’s open and yesterday’s close.
45.8% are below both.
12.4% of stocks opened above yesterday’s high.
84.5% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161230 10:45 am ET)
6.6% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
33.7% are in the top half. 66.3% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20161230 10:45 am ET)
52.9% of stocks are above yesterday’s close. (47.1% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.1% are down 3.5% or more.
80.3% are between +1% and -1%.

RSI on DAILY (20161230 10:45 am ET)
2-day: >=95:2.7%…>=90:5.1%…>=80:11.4%…>=50:32.3%…<=20:35.8%…<=10:19.6%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:52.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161230 10:45 am ET)
11.9% above previous 1 highs, 26.5% below previous 1 lows
8.6% above previous 2 highs, 24.3% below previous 2 lows
6.9% above previous 3 highs, 23.8% below previous 3 lows
6.6% above previous 4 highs, 21.3% below previous 4 lows
6.1% above previous 5 highs, 18.6% below previous 5 lows
2.9% above previous 6 highs, 17.9% below previous 6 lows
2.7% above previous 7 highs, 16.6% below previous 7 lows
2.6% above previous 8 highs, 14.3% below previous 8 lows
2.5% above previous 9 highs, 12.5% below previous 9 lows
2.5% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161230 10:45 am ET)
52.9% are above or equal to 12/29 close (1 days ago), 47.1% are below.
38.1% are above or equal to 12/28 close (2 days ago), 61.9% are below.
17.1% are above or equal to 12/27 close (3 days ago), 82.9% are below.
24.5% are above or equal to 12/23 close (4 days ago), 75.5% are below.
31.1% are above or equal to 12/22 close (5 days ago), 68.9% are below.
26.4% are above or equal to 12/21 close (6 days ago), 73.6% are below.
21.7% are above or equal to 12/20 close (7 days ago), 78.3% are below.
31.8% are above or equal to 12/19 close (8 days ago), 68.2% are below.
39.1% are above or equal to 12/16 close (9 days ago), 60.9% are below.
36.8% are above or equal to 12/15 close (10 days ago), 63.2% are below.
43.2% are above or equal to 12/14 close (11 days ago), 56.8% are below.
28.7% are above or equal to 12/13 close (12 days ago), 71.3% are below.
32.0% are above or equal to 12/12 close (13 days ago), 68.0% are below.
28.0% are above or equal to 12/9 close (14 days ago), 72.0% are below.
28.8% are above or equal to 12/8 close (15 days ago), 71.2% are below.
35.1% are above or equal to 12/7 close (16 days ago), 64.9% are below.
50.2% are above or equal to 12/6 close (17 days ago), 49.8% are below.
54.7% are above or equal to 12/5 close (18 days ago), 45.3% are below.
61.9% are above or equal to 12/2 close (19 days ago), 38.1% are below.
63.6% are above or equal to 12/1 close (20 days ago), 36.4% are below.
59.7% are above or equal to 11/30 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161230 10:45 am ET)
20d: 3.3% new highs, 8.1% new lows
21d: 3.3% new highs, 7.5% new lows
42d: 1.6% new highs, 1.8% new lows
63d: 0.8% new highs, 1.6% new lows
126d: 0.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161230 10:45 am ET)
2-day: 50.5% above, 49.5% below
3-day: 42.9% above, 57.1% below
4-day: 25.4% above, 74.6% below
5-day: 23.8% above, 76.2% below
8-day: 23.2% above, 76.8% below
10-day: 25.8% above, 74.2% below
20-day: 36.3% above, 63.7% below
50-day: 66.8% above, 33.2% below
200-day: 65.6% above, 34.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161230 10:45 am ET)
REAL(101): 0.69% Top=AIV ESS CLI WRI CBL BXP BDN RPAI ….. CSAL MPW PEB RLGY TWO AMT CIM STWD=Bottom (Real Estate)
FINA(90): 0.68% Top=OMF SIVB RF KEY BAC CFR C SBNY ….. CME PYPL UMBF EFX WU BX WETF KKR=Bottom (Banks/Financials)
ENER(91): 0.46% Top=CRC OAS CLR SM LPI RES SWN COG ….. MPC EGN ECA RDC GPOR SHLX DK OKS=Bottom (Energy)
META(28): 0.39% Top=AKS SSRI FMSA CCJ PAAS CLF NEM CDE ….. CNX X CMC SLW CENX TECK NUE STLD=Bottom (Metals & Mining)
RETA(61): 0.11% Top=TLRD ANF DKS JCP BBBY CHS TIF WSM ….. COST NFLX WBA AMZN ORLY GPS W RH=Bottom (Retail & Specialty Retail)
INSU(31): 0.02% Top=RDN FNF LNC MET MTG UNM ORI TMK ….. AON CLGX AXS MMC AGO VR WLTW XL=Bottom (Insurance)
MANU(33): -0.02% Top=DDD MRC AGCO PH ITT DCI CFX FLS ….. AOS KMT XYL ROK ETN EMR PNR TEX=Bottom (Manufacturing)
CONS(49): -0.10% Top=KATE MAT FOSL COH SKX OI TUP BC ….. PBI LEG NWL CRI WRK CLX IP KS=Bottom (Consumer)
TRAN(26): -0.12% Top=CP NAT ODFL ALK GWR JBHT KSU EXPD ….. BRS CHRW UAL AAL DAL LUV SAVE CSX=Bottom (Transportation)
CHEM(24): -0.21% Top=MOS PAH SMG ASH POT PPG IFF CF ….. OLN GRA CC CE ALB PX DOW DD=Bottom (Chemicals/Fertilizers)
COSW(76): -0.24% Top=BITA PFPT TWLO FEYE DATA NUAN NOW MBLY ….. JD EA INTU GRUB YELP MSFT VIPS NTES=Bottom (Computer Software/Internet)
COHW(32): -0.28% Top=STX WDC JNPR ANET HPQ TDC BCE CIEN ….. VZ VG CTL TMUS VIAV ZAYO FNSR S=Bottom (Computer Hardware/Telecom)
DISV(43): -0.31% Top=ATHN SCI RRD AL TRU RBA CTAS ILG ….. VRSK HRB PAYX CXW CAR YY FDC WTW=Bottom (Diversified Services)
MATE(24): -0.33% Top=PWR WCN SRCL PHM EXP FLR WM DAR ….. TOL VMC MAS LEN USG WY TPH CAA=Bottom (Materials & Construction)
ELEC(49): -0.41% Top=PI NVDA CSIQ BRKR SPWR AYI AMD TRMB ….. SNPS MXL SIMO OCLR MU DLB CRUS IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): -0.42% Top=VWR ABT EW NUVA STJ BAX BCR ACHC ….. AET UHS DVA THC ALGN IRWD ANTM OPK=Bottom (Health)
LEIS(34): -0.65% Top=CMG RRR QSR MGM ARMK HLT MTN WYN ….. BLMN SHAK TXRH SEAS SONC SIX DRI EAT=Bottom (Leisure)

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 10:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

12/29/2016

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20161229. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20161229 Closing)
11.5% of stocks are above yesterday’s high.
25.8% are above yesterday’s midpoint. (74.2% are below.)
31.5% are below yesterday’s low.
57.0% are inside yesterday’s range.
22.6% of stocks with today’s high > yesterday’s high. (77.4% less than).
65.7% of stocks with today’s low < yesterday’s low. (34.3% greater than).

EVIDENCE OF INTRADAY TREND (20161229 Closing)
48.5% of stocks are above today’s open. (50.1% are below).
43.8% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
1.8% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161229 Closing)
7.5% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
43.1% are in the top half. 56.9% of stocks are in the bottom half of today’s range.
14.6% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20161229 Closing)
51.6% of stocks are above yesterday’s close. (48.4% are below.)
1.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.7% are up 3.5% or more. 0.7% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20161229 Closing)
2-day: >=95:2.4%…>=90:4.2%…>=80:7.9%…>=50:28.3%…<=20:38.8%…<=10:16.7%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:43.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161229 Closing)
11.5% above previous 1 highs, 31.5% below previous 1 lows
6.7% above previous 2 highs, 29.6% below previous 2 lows
6.5% above previous 3 highs, 24.3% below previous 3 lows
5.9% above previous 4 highs, 21.9% below previous 4 lows
3.3% above previous 5 highs, 20.3% below previous 5 lows
3.0% above previous 6 highs, 17.7% below previous 6 lows
3.0% above previous 7 highs, 13.0% below previous 7 lows
3.0% above previous 8 highs, 11.8% below previous 8 lows
3.0% above previous 9 highs, 9.9% below previous 9 lows
2.3% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161229 Closing)
51.6% are above or equal to 12/28 close (1 days ago), 48.4% are below.
16.5% are above or equal to 12/27 close (2 days ago), 83.5% are below.
26.8% are above or equal to 12/23 close (3 days ago), 73.2% are below.
34.9% are above or equal to 12/22 close (4 days ago), 65.1% are below.
27.4% are above or equal to 12/21 close (5 days ago), 72.6% are below.
23.3% are above or equal to 12/20 close (6 days ago), 76.7% are below.
32.6% are above or equal to 12/19 close (7 days ago), 67.4% are below.
42.8% are above or equal to 12/16 close (8 days ago), 57.2% are below.
39.9% are above or equal to 12/15 close (9 days ago), 60.1% are below.
46.6% are above or equal to 12/14 close (10 days ago), 53.4% are below.
30.0% are above or equal to 12/13 close (11 days ago), 70.0% are below.
34.6% are above or equal to 12/12 close (12 days ago), 65.4% are below.
29.6% are above or equal to 12/9 close (13 days ago), 70.4% are below.
29.0% are above or equal to 12/8 close (14 days ago), 71.0% are below.
36.9% are above or equal to 12/7 close (15 days ago), 63.1% are below.
52.6% are above or equal to 12/6 close (16 days ago), 47.4% are below.
57.5% are above or equal to 12/5 close (17 days ago), 42.5% are below.
64.4% are above or equal to 12/2 close (18 days ago), 35.6% are below.
65.0% are above or equal to 12/1 close (19 days ago), 35.0% are below.
61.1% are above or equal to 11/30 close (20 days ago), 38.9% are below.
59.6% are above or equal to 11/29 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161229 Closing)
20d: 2.9% new highs, 10.8% new lows
21d: 2.7% new highs, 9.0% new lows
42d: 1.3% new highs, 2.4% new lows
63d: 1.1% new highs, 2.2% new lows
126d: 0.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161229 Closing)
2-day: 50.5% above, 49.5% below
3-day: 25.0% above, 75.0% below
4-day: 23.7% above, 76.3% below
5-day: 25.9% above, 74.1% below
8-day: 25.8% above, 74.2% below
10-day: 28.0% above, 72.0% below
20-day: 40.9% above, 59.1% below
50-day: 66.9% above, 33.1% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161229 Closing)
META(28): 2.70% Top=AG AGI SLW TAHO SSRI NEM ABX AEM ….. FCX SCCO CNX AKS TECK ARNC CLF CENX=Bottom (Metals & Mining)
REAL(101): 1.20% Top=SNH CLNY DFT DLR COR MPW WPG CYS ….. KIM LPT NYRT PEB SLG CBG RLGY ALLY=Bottom (Real Estate)
HEAL(45): 0.22% Top=THC NUVA RMD PRAH EW OPK BCR VWR ….. UNH STE WCG VAR DXCM CNC BKD MOH=Bottom (Health)
CONS(49): 0.12% Top=KATE CHD GPK PVH CLX RL KMB ENR ….. SEE CCK TPX PAY UAA BERY CRI FOSL=Bottom (Consumer)
DISV(43): 0.09% Top=WTW ZTO CAR CXW LDOS TRU WOOF SERV ….. JEC MCO MAN INFO ACM KBR AMN FDC=Bottom (Diversified Services)
CHEM(24): 0.07% Top=AXTA MOS CF PPG OLN ASH POT ALB ….. CC GRA PAH APD WLK DD HUN DOW=Bottom (Chemicals/Fertilizers)
LEIS(34): 0.03% Top=LQ TXRH STAY QSR HLT BLMN DPZ SONC ….. WEN SEAS EAT CCL MGM GPRO SHAK CMG=Bottom (Leisure)
COSW(76): 0.00% Top=MBLY CERN MTCH EQIX OTEX CSRA TTWO CDK ….. MDRX WB WUBA FEYE SQ TWLO NTNX BITA=Bottom (Computer Software/Internet)
TRAN(26): -0.06% Top=ODFL CP CNI JBLU SWFT NAT CHRW JBHT ….. UNP UAL DAL BRS SAVE FDX CSX AAL=Bottom (Transportation)
MANU(33): -0.08% Top=TTC BWXT PNR DCI MHK HON TEX CAT ….. RS XYL ROP PH IR MRC FLS DDD=Bottom (Manufacturing)
COHW(32): -0.09% Top=FNSR S CIEN BCE ARRS TDC VIAV COMM ….. NTAP ANET BBRY VG WDC VRSN STX ACIA=Bottom (Computer Hardware/Telecom)
MATE(24): -0.14% Top=WY SRCL PWR PHM VMC CAA MAS WCN ….. MDR DAR USG LEN MLM SUM FLR TPH=Bottom (Materials & Construction)
RETA(61): -0.16% Top=MELI SPLS BBBY PAG AN TJX KSS TSCO ….. ETSY ASNA TLRD SFM GES W RH BBY=Bottom (Retail & Specialty Retail)
ELEC(49): -0.17% Top=NVDA AYI DLB OCLR BRKR FTV CGNX KEYS ….. ON AMKR HIMX SPWR PI QRVO CSIQ MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): -0.17% Top=CLGX VR BRO AJG AXS ORI TRV PGR ….. MBI MTG L AIG LNC AFSI PRU XL=Bottom (Insurance)
FINA(90): -0.52% Top=ARCC ACAS PYPL APO JNS FII UMBF NSAM ….. SIVB STI BAC OMF RF WETF FITB CFG=Bottom (Banks/Financials)
ENER(91): -0.57% Top=CVI CRC SPN MPLX FTI SU PTEN MTDR ….. BWP ECA REN RICE OAS SN BBG HLX=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:15 pm

Market Stats at 2:14 pm ET
by daytrend on 20161229. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20161229 2:14 pm ET)
11.0% of stocks are above yesterday’s high.
24.7% are above yesterday’s midpoint. (75.3% are below.)
33.3% are below yesterday’s low.
55.7% are inside yesterday’s range.
21.9% of stocks with today’s high > yesterday’s high. (78.1% less than).
64.6% of stocks with today’s low < yesterday’s low. (35.4% greater than).

EVIDENCE OF INTRADAY TREND (20161229 2:14 pm ET)
45.6% of stocks are above today’s open. (52.2% are below).
40.0% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
1.8% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161229 2:14 pm ET)
5.3% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
38.4% are in the top half. 61.6% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20161229 2:14 pm ET)
48.3% of stocks are above yesterday’s close. (51.7% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
1.3% are up 3.5% or more. 0.6% are down 3.5% or more.
76.2% are between +1% and -1%.

RSI on DAILY (20161229 2:14 pm ET)
2-day: >=95:2.0%…>=90:4.1%…>=80:8.0%…>=50:25.6%…<=20:40.3%…<=10:18.4%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161229 2:14 pm ET)
11.0% above previous 1 highs, 33.3% below previous 1 lows
6.3% above previous 2 highs, 31.7% below previous 2 lows
6.3% above previous 3 highs, 26.3% below previous 3 lows
6.0% above previous 4 highs, 23.5% below previous 4 lows
3.2% above previous 5 highs, 22.0% below previous 5 lows
3.1% above previous 6 highs, 19.7% below previous 6 lows
3.0% above previous 7 highs, 13.1% below previous 7 lows
3.0% above previous 8 highs, 12.5% below previous 8 lows
3.0% above previous 9 highs, 10.2% below previous 9 lows
2.3% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161229 2:14 pm ET)
48.3% are above or equal to 12/28 close (1 days ago), 51.7% are below.
16.6% are above or equal to 12/27 close (2 days ago), 83.4% are below.
25.3% are above or equal to 12/23 close (3 days ago), 74.7% are below.
32.3% are above or equal to 12/22 close (4 days ago), 67.7% are below.
26.5% are above or equal to 12/21 close (5 days ago), 73.5% are below.
22.6% are above or equal to 12/20 close (6 days ago), 77.4% are below.
31.9% are above or equal to 12/19 close (7 days ago), 68.1% are below.
42.4% are above or equal to 12/16 close (8 days ago), 57.6% are below.
39.4% are above or equal to 12/15 close (9 days ago), 60.6% are below.
45.5% are above or equal to 12/14 close (10 days ago), 54.5% are below.
29.9% are above or equal to 12/13 close (11 days ago), 70.1% are below.
33.6% are above or equal to 12/12 close (12 days ago), 66.4% are below.
28.2% are above or equal to 12/9 close (13 days ago), 71.8% are below.
28.6% are above or equal to 12/8 close (14 days ago), 71.4% are below.
36.3% are above or equal to 12/7 close (15 days ago), 63.7% are below.
51.4% are above or equal to 12/6 close (16 days ago), 48.6% are below.
56.0% are above or equal to 12/5 close (17 days ago), 44.0% are below.
64.5% are above or equal to 12/2 close (18 days ago), 35.5% are below.
64.4% are above or equal to 12/1 close (19 days ago), 35.6% are below.
60.9% are above or equal to 11/30 close (20 days ago), 39.1% are below.
58.3% are above or equal to 11/29 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161229 2:14 pm ET)
20d: 2.7% new highs, 10.3% new lows
21d: 2.7% new highs, 8.5% new lows
42d: 1.3% new highs, 2.4% new lows
63d: 1.1% new highs, 2.2% new lows
126d: 0.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161229 2:14 pm ET)
2-day: 47.0% above, 53.0% below
3-day: 23.3% above, 76.7% below
4-day: 22.5% above, 77.5% below
5-day: 23.3% above, 76.7% below
8-day: 23.5% above, 76.5% below
10-day: 28.0% above, 72.0% below
20-day: 40.1% above, 59.9% below
50-day: 66.8% above, 33.2% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161229 2:14 pm ET)
META(28): 1.86% Top=AGI SLW AG TAHO NEM AEM ABX SSRI ….. SCCO X TECK CNX ARNC AKS CENX CLF=Bottom (Metals & Mining)
REAL(101): 1.13% Top=SNH DLR MPW COR CLNY DFT CYS WPG ….. NRF SLG BAM CSAL LPT CBG RLGY ALLY=Bottom (Real Estate)
HEAL(45): 0.19% Top=THC NUVA OPK EW BCR SYK RMD HOLX ….. WCG UNH HLS VAR CNC DXCM BKD MOH=Bottom (Health)
CHEM(24): 0.11% Top=AXTA MOS CF POT OLN ASH ALB PPG ….. DOW CC SMG APD HUN WLK GRA PAH=Bottom (Chemicals/Fertilizers)
MATE(24): 0.08% Top=WY SRCL PHM VMC CAA MAS PWR DAR ….. RSG FAST EXP MLM SUM FLR MDR TPH=Bottom (Materials & Construction)
DISV(43): 0.06% Top=CAR LDOS WTW CXW ZTO BAH TRU ULTA ….. MAN INFO ATHN JEC ACM KBR AMN FDC=Bottom (Diversified Services)
CONS(49): 0.05% Top=KATE CHD CLX PVH GPK KMB ENR RL ….. VFC CCK BERY PAY UAA TPX CRI FOSL=Bottom (Consumer)
TRAN(26): 0.00% Top=JBLU CP CNI CHRW SWFT ODFL LUV JBHT ….. EXPD GWR UNP AAL CSX ALK BRS FDX=Bottom (Transportation)
LEIS(34): -0.00% Top=LQ STAY SIX QSR HLT DPZ TXRH SONC ….. RRR RCL WEN EAT MGM GPRO CMG SHAK=Bottom (Leisure)
INSU(31): -0.10% Top=VR AXS CLGX ORI AJG BRO TRV PGR ….. FNF FAF MTG LNC MBI PRU XL AFSI=Bottom (Insurance)
COHW(32): -0.12% Top=FNSR S CIEN BCE VZ T VIAV COMM ….. CDW JNPR BBRY VG WDC VRSN STX ACIA=Bottom (Computer Hardware/Telecom)
MANU(33): -0.16% Top=TTC PNR BWXT HON DHR ROK CMI GE ….. CFX ROP PH RS ATI FLS DDD MRC=Bottom (Manufacturing)
COSW(76): -0.26% Top=MBLY CERN MTCH EQIX OTEX FIS BIDU CSRA ….. SPLK YELP SQ SHOP TWLO FEYE NTNX BITA=Bottom (Computer Software/Internet)
ELEC(49): -0.41% Top=DLB AYI JBL SNPS FTV OCLR KEYS FLEX ….. KLAC SWKS HIMX FIT SPWR CSIQ MU QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): -0.41% Top=MELI PAG TJX SPLS ORLY GME KSS BABA ….. AMZN JCP CHS BBY W TLRD ASNA ETSY=Bottom (Retail & Specialty Retail)
ENER(91): -0.52% Top=CRC CVI MPLX FTI SU MDU PTEN SE ….. MUR RICE BWP BBG SN REN HLX OAS=Bottom (Energy)
FINA(90): -0.69% Top=ARCC APO ACAS PYPL PSEC JNS LAZ CBOE ….. BOFI WETF BAC SIVB CFG RF FITB OMF=Bottom (Banks/Financials)

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 2:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

12/28/2016

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

Closing Stats
by daytrend on 20161228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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 (20161228 Closing)
1.7% of stocks are above yesterday’s high.
9.0% are above yesterday’s midpoint. (91.0% are below.)
70.5% are below yesterday’s low.
27.8% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
85.0% of stocks with today’s low < yesterday’s low. (15.0% greater than).

EVIDENCE OF INTRADAY TREND (20161228 Closing)
5.9% of stocks are above today’s open. (93.6% are below).
4.1% of stocks are above today’s open and yesterday’s close.
92.0% are below both.
11.6% of stocks opened above yesterday’s high.
64.8% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161228 Closing)
0.7% of stocks are in the top 10% of today’s range.
2.6% are in the top 20%.
10.0% are in the top half. 90.0% of stocks are in the bottom half of today’s range.
58.7% are in the bottom 20%.
32.8% are in the bottom 10%.

GAIN (20161228 Closing)
6.2% of stocks are above yesterday’s close. (93.8% are below.)
0.1% are up 4.5% or more. 1.1% are down 4.5% or more.
0.1% are up 3.5% or more. 2.7% are down 3.5% or more.
44.4% are between +1% and -1%.

RSI on DAILY (20161228 Closing)
2-day: >=95:1.3%…>=90:1.8%…>=80:3.5%…>=50:11.9%…<=20:45.9%…<=10:18.4%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:52.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 Closing)
1.7% above previous 1 highs, 70.5% below previous 1 lows
1.5% above previous 2 highs, 46.3% below previous 2 lows
1.4% above previous 3 highs, 35.0% below previous 3 lows
1.3% above previous 4 highs, 32.3% below previous 4 lows
1.3% above previous 5 highs, 27.7% below previous 5 lows
1.3% above previous 6 highs, 22.0% below previous 6 lows
1.1% above previous 7 highs, 18.8% below previous 7 lows
0.9% above previous 8 highs, 15.1% below previous 8 lows
0.2% above previous 9 highs, 14.4% below previous 9 lows
0.2% above previous 10 highs, 14.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 Closing)
6.2% are above or equal to 12/27 close (1 days ago), 93.8% are below.
20.8% are above or equal to 12/23 close (2 days ago), 79.2% are below.
29.3% are above or equal to 12/22 close (3 days ago), 70.7% are below.
24.0% are above or equal to 12/21 close (4 days ago), 76.0% are below.
21.4% are above or equal to 12/20 close (5 days ago), 78.6% are below.
32.0% are above or equal to 12/19 close (6 days ago), 68.0% are below.
40.8% are above or equal to 12/16 close (7 days ago), 59.2% are below.
40.2% are above or equal to 12/15 close (8 days ago), 59.8% are below.
45.8% are above or equal to 12/14 close (9 days ago), 54.2% are below.
29.4% are above or equal to 12/13 close (10 days ago), 70.6% are below.
33.6% are above or equal to 12/12 close (11 days ago), 66.4% are below.
28.1% are above or equal to 12/9 close (12 days ago), 71.9% are below.
29.2% are above or equal to 12/8 close (13 days ago), 70.8% are below.
36.5% are above or equal to 12/7 close (14 days ago), 63.5% are below.
50.5% are above or equal to 12/6 close (15 days ago), 49.5% are below.
55.3% are above or equal to 12/5 close (16 days ago), 44.7% are below.
63.6% are above or equal to 12/2 close (17 days ago), 36.4% are below.
64.2% are above or equal to 12/1 close (18 days ago), 35.8% are below.
59.7% are above or equal to 11/30 close (19 days ago), 40.3% are below.
56.1% are above or equal to 11/29 close (20 days ago), 43.9% are below.
57.2% are above or equal to 11/28 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 Closing)
20d: 4.7% new highs, 8.1% new lows
21d: 4.7% new highs, 8.1% new lows
42d: 4.1% new highs, 2.4% new lows
63d: 3.4% new highs, 2.3% new lows
126d: 3.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 Closing)
2-day: 5.6% above, 94.4% below
3-day: 11.8% above, 88.2% below
4-day: 16.1% above, 83.9% below
5-day: 16.1% above, 83.9% below
8-day: 23.5% above, 76.5% below
10-day: 28.4% above, 71.6% below
20-day: 41.9% above, 58.1% below
50-day: 65.8% above, 34.2% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 Closing)
META(28): -0.10% Top=SSRI SLW ABX GG AGI CLF AEM FNV ….. FMSA CMC STLD AKS SLCA ARNC CCJ X=Bottom (Metals & Mining)
CONS(52): -0.49% Top=KATE COH UAA SKX LULU VFC SPB RL ….. IP PBI FBHS OI CHD GOLF GT KS=Bottom (Consumer)
LEIS(34): -0.78% Top=SIX JACK EXPE DNKN MCD DPZ YUM ARMK ….. MGM LQ WYNN HLT SONC GPRO SHAK TXRH=Bottom (Leisure)
INSU(33): -0.90% Top=TRV CLGX ALL FAF RGA L AIZ AFSI ….. AGO UNM MET PRU LNC WLTW MTG MBI=Bottom (Insurance)
DISV(45): -0.98% Top=SERV AMN CXW V ROL INFO FDC SCI ….. MYGN R ADS ACM CAR URI ZTO WTW=Bottom (Diversified Services)
RETA(62): -0.99% Top=AEO KORS RH GES URBN ANF AMZN KSS ….. BLDR TLRD AN BBY ETSY GME FINL GNC=Bottom (Retail & Specialty Retail)
HEAL(47): -1.09% Top=MOH ZBH ESRX RMD PRXL BAX BCR STJ ….. A MD ALGN IRWD CNC THC DXCM OPK=Bottom (Health)
FINA(92): -1.21% Top=APO PBCT NYCB UMBF EFX BK ARCC FRC ….. BGCP WDR LM BOFI OZRK JNS IVZ PSEC=Bottom (Banks/Financials)
REAL(104): -1.23% Top=ARR OHI HTA MAC MFA HPT BAM ACC ….. NRZ ARI TWO CIM CSAL KRC CBL CLNY=Bottom (Real Estate)
COHW(37): -1.23% Top=VRSN S LVLT BCE HRS T VZ CTL ….. ACIA VG NTAP QCOM CIEN ARRS FNSR SSYS=Bottom (Computer Hardware/Telecom)
CHEM(25): -1.23% Top=IFF AXTA MON DD SHW OLN DOW PX ….. WLK ASH APD CC CE ALB POT MOS=Bottom (Chemicals/Fertilizers)
TRAN(26): -1.28% Top=CNI LUV NSC CP UPS UNP CSX JBHT ….. WAB DAL ODFL TRN KSU AAL ALK BRS=Bottom (Transportation)
ENER(94): -1.28% Top=CVI CPG ENLK RICE CVE PE MMP XEC ….. BWP ATW CRZO OII DO BBG OKS HLX=Bottom (Energy)
COSW(82): -1.32% Top=FTNT BIDU BR OTEX NTES IAC FIS TEAM ….. CSC YELP BITA WUBA FEYE TTD NTNX TWLO=Bottom (Computer Software/Internet)
MATE(26): -1.46% Top=WM RSG LEN VMC WCN PHM DHI TOL ….. CAA USG SUM FAST EME TPH MDR DAR=Bottom (Materials & Construction)
MANU(38): -1.61% Top=AGCO ATKR DE GE DHR DCI ROK MHK ….. MWA ITW KMT ITT BDC ATI MRC DDD=Bottom (Manufacturing)
ELEC(49): -2.14% Top=KLAC ON HIMX TEL AMBA XLNX ADI CY ….. FSLR OCLR AMD SPWR FIT CSIQ NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 @ 2:36 pm

Market Stats at 2:35 pm ET
by daytrend on 20161228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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 (20161228 2:35 pm ET)
1.8% of stocks are above yesterday’s high.
9.3% are above yesterday’s midpoint. (90.7% are below.)
70.7% are below yesterday’s low.
27.5% are inside yesterday’s range.
33.0% of stocks with today’s high > yesterday’s high. (67.0% less than).
83.3% of stocks with today’s low < yesterday’s low. (16.7% greater than).

EVIDENCE OF INTRADAY TREND (20161228 2:35 pm ET)
4.9% of stocks are above today’s open. (94.5% are below).
3.9% of stocks are above today’s open and yesterday’s close.
93.1% are below both.
11.6% of stocks opened above yesterday’s high.
64.8% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161228 2:35 pm ET)
0.0% of stocks are in the top 10% of today’s range.
0.8% are in the top 20%.
7.3% are in the top half. 92.7% of stocks are in the bottom half of today’s range.
66.0% are in the bottom 20%.
36.6% are in the bottom 10%.

GAIN (20161228 2:35 pm ET)
5.6% of stocks are above yesterday’s close. (94.4% are below.)
0.1% are up 4.5% or more. 1.0% are down 4.5% or more.
0.1% are up 3.5% or more. 2.5% are down 3.5% or more.
45.0% are between +1% and -1%.

RSI on DAILY (20161228 2:35 pm ET)
2-day: >=95:1.1%…>=90:2.2%…>=80:3.8%…>=50:11.6%…<=20:44.2%…<=10:18.0%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 2:35 pm ET)
1.8% above previous 1 highs, 70.7% below previous 1 lows
1.7% above previous 2 highs, 46.8% below previous 2 lows
1.3% above previous 3 highs, 35.1% below previous 3 lows
1.1% above previous 4 highs, 32.0% below previous 4 lows
1.1% above previous 5 highs, 28.4% below previous 5 lows
1.0% above previous 6 highs, 22.9% below previous 6 lows
1.0% above previous 7 highs, 19.3% below previous 7 lows
1.0% above previous 8 highs, 15.3% below previous 8 lows
0.3% above previous 9 highs, 14.4% below previous 9 lows
0.3% above previous 10 highs, 13.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 2:35 pm ET)
5.6% are above or equal to 12/27 close (1 days ago), 94.4% are below.
21.5% are above or equal to 12/23 close (2 days ago), 78.5% are below.
30.0% are above or equal to 12/22 close (3 days ago), 70.0% are below.
24.0% are above or equal to 12/21 close (4 days ago), 76.0% are below.
21.5% are above or equal to 12/20 close (5 days ago), 78.5% are below.
32.7% are above or equal to 12/19 close (6 days ago), 67.3% are below.
40.7% are above or equal to 12/16 close (7 days ago), 59.3% are below.
39.5% are above or equal to 12/15 close (8 days ago), 60.5% are below.
45.3% are above or equal to 12/14 close (9 days ago), 54.7% are below.
29.6% are above or equal to 12/13 close (10 days ago), 70.4% are below.
34.1% are above or equal to 12/12 close (11 days ago), 65.9% are below.
28.7% are above or equal to 12/9 close (12 days ago), 71.3% are below.
29.1% are above or equal to 12/8 close (13 days ago), 70.9% are below.
36.3% are above or equal to 12/7 close (14 days ago), 63.7% are below.
51.0% are above or equal to 12/6 close (15 days ago), 49.0% are below.
55.5% are above or equal to 12/5 close (16 days ago), 44.5% are below.
63.6% are above or equal to 12/2 close (17 days ago), 36.4% are below.
65.1% are above or equal to 12/1 close (18 days ago), 34.9% are below.
59.7% are above or equal to 11/30 close (19 days ago), 40.3% are below.
55.8% are above or equal to 11/29 close (20 days ago), 44.2% are below.
57.2% are above or equal to 11/28 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 2:35 pm ET)
20d: 4.7% new highs, 7.7% new lows
21d: 4.7% new highs, 7.7% new lows
42d: 4.1% new highs, 2.4% new lows
63d: 3.4% new highs, 2.3% new lows
126d: 3.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 2:35 pm ET)
2-day: 5.1% above, 94.9% below
3-day: 11.1% above, 88.9% below
4-day: 15.7% above, 84.3% below
5-day: 17.5% above, 82.5% below
8-day: 23.1% above, 76.9% below
10-day: 27.7% above, 72.3% below
20-day: 41.9% above, 58.1% below
50-day: 65.9% above, 34.1% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 2:35 pm ET)
META(28): -0.34% Top=SSRI CLF SLW ABX GG AGI FNV AEM ….. STLD CMC AKS SLCA ARNC FMSA CCJ X=Bottom (Metals & Mining)
CONS(52): -0.50% Top=KATE COH VFC UAA SPB LULU NWL SKX ….. SEE COTY FBHS PBI GOLF GT OI KS=Bottom (Consumer)
INSU(33): -0.81% Top=TRV CLGX ALL RGA AIZ FAF AON AJG ….. AXS RDN LNC FNF MTG MBI PRU WLTW=Bottom (Insurance)
LEIS(34): -0.89% Top=SIX JACK MCD EXPE BYD DNKN DPZ YUM ….. HLT SEAS WYNN LQ SONC SHAK TXRH GPRO=Bottom (Leisure)
DISV(45): -0.98% Top=SERV AMN ROL FDC V INFO RHI ILG ….. JEC ACM URI ZTO ADS R CAR WTW=Bottom (Diversified Services)
HEAL(47): -1.02% Top=ZBH MOH RMD ESRX EW ABMD BCR PRXL ….. IRWD A DXCM MD ALGN CNC THC OPK=Bottom (Health)
RETA(62): -1.05% Top=AEO KORS URBN KSS AMZN HD BABA RH ….. PAG TLRD ETSY AN BBY GME FINL GNC=Bottom (Retail & Specialty Retail)
COHW(37): -1.10% Top=VRSN S LVLT HRS VZ T BCE TMUS ….. NTAP WDC VG QCOM FNSR CIEN ARRS SSYS=Bottom (Computer Hardware/Telecom)
CHEM(25): -1.12% Top=AXTA IFF SHW PAH HUN MON OLN PX ….. GRA APD ASH CF CE ALB POT MOS=Bottom (Chemicals/Fertilizers)
TRAN(26): -1.19% Top=CNI NSC LUV CP JBHT CSX UPS UNP ….. DAL WAB ALK AAL KSU TRN ODFL BRS=Bottom (Transportation)
FINA(92): -1.20% Top=BK APO ACAS ARCC NYCB UMBF EFX FRC ….. WDR JNS OZRK LM BOFI IVZ PSEC OMF=Bottom (Banks/Financials)
COSW(82): -1.29% Top=BR BIDU OTEX FTNT NTES ADP FIS IAC ….. YELP ZEN WUBA TTD FEYE BITA NTNX TWLO=Bottom (Computer Software/Internet)
REAL(104): -1.35% Top=ARR ACC AMH BAM HPT AIV MFA NSA ….. TWO NRZ RLJ CSAL SHO CIM KRC CBL=Bottom (Real Estate)
MATE(26): -1.40% Top=WM RSG VMC WCN SRCL OC LEN PHM ….. PWR CAA FAST KBH EME TPH DAR MDR=Bottom (Materials & Construction)
ENER(94): -1.45% Top=CVI CPG ENLK EPD PSXP CVX WPZ MMP ….. OKS CRZO OII ATW EPE HLX DO BBG=Bottom (Energy)
MANU(38): -1.52% Top=GE DE DCI MHK ATKR DHR ROK AGCO ….. AME ITW ITT BDC ATI KMT MRC DDD=Bottom (Manufacturing)
ELEC(49): -1.90% Top=KLAC ON HIMX TEL MCHP LRCX ADI XLNX ….. OCLR FSLR AMD CSIQ SPWR FIT NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 2:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:32 pm

Market Stats at 1:31 pm ET
by daytrend on 20161228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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 (20161228 1:31 pm ET)
2.2% of stocks are above yesterday’s high.
10.4% are above yesterday’s midpoint. (89.6% are below.)
65.9% are below yesterday’s low.
31.9% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
80.7% of stocks with today’s low < yesterday’s low. (19.3% greater than).

EVIDENCE OF INTRADAY TREND (20161228 1:31 pm ET)
5.1% of stocks are above today’s open. (94.2% are below).
4.1% of stocks are above today’s open and yesterday’s close.
92.3% are below both.
11.6% of stocks opened above yesterday’s high.
64.8% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161228 1:31 pm ET)
0.9% of stocks are in the top 10% of today’s range.
1.9% are in the top 20%.
8.8% are in the top half. 91.2% of stocks are in the bottom half of today’s range.
59.2% are in the bottom 20%.
33.6% are in the bottom 10%.

GAIN (20161228 1:31 pm ET)
6.4% of stocks are above yesterday’s close. (93.6% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.1% are up 3.5% or more. 1.8% are down 3.5% or more.
52.2% are between +1% and -1%.

RSI on DAILY (20161228 1:31 pm ET)
2-day: >=95:1.7%…>=90:2.3%…>=80:4.2%…>=50:13.4%…<=20:40.5%…<=10:15.3%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:44.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 1:31 pm ET)
2.2% above previous 1 highs, 65.9% below previous 1 lows
1.9% above previous 2 highs, 39.2% below previous 2 lows
1.4% above previous 3 highs, 28.1% below previous 3 lows
1.1% above previous 4 highs, 25.5% below previous 4 lows
1.1% above previous 5 highs, 22.1% below previous 5 lows
1.1% above previous 6 highs, 18.3% below previous 6 lows
0.9% above previous 7 highs, 15.8% below previous 7 lows
0.9% above previous 8 highs, 12.6% below previous 8 lows
0.3% above previous 9 highs, 12.0% below previous 9 lows
0.3% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 1:31 pm ET)
6.4% are above or equal to 12/27 close (1 days ago), 93.6% are below.
24.8% are above or equal to 12/23 close (2 days ago), 75.2% are below.
33.1% are above or equal to 12/22 close (3 days ago), 66.9% are below.
27.1% are above or equal to 12/21 close (4 days ago), 72.9% are below.
24.0% are above or equal to 12/20 close (5 days ago), 76.0% are below.
34.7% are above or equal to 12/19 close (6 days ago), 65.3% are below.
43.1% are above or equal to 12/16 close (7 days ago), 56.9% are below.
42.6% are above or equal to 12/15 close (8 days ago), 57.4% are below.
46.5% are above or equal to 12/14 close (9 days ago), 53.5% are below.
30.9% are above or equal to 12/13 close (10 days ago), 69.1% are below.
35.7% are above or equal to 12/12 close (11 days ago), 64.3% are below.
29.9% are above or equal to 12/9 close (12 days ago), 70.1% are below.
30.9% are above or equal to 12/8 close (13 days ago), 69.1% are below.
38.2% are above or equal to 12/7 close (14 days ago), 61.8% are below.
51.7% are above or equal to 12/6 close (15 days ago), 48.3% are below.
56.3% are above or equal to 12/5 close (16 days ago), 43.7% are below.
65.7% are above or equal to 12/2 close (17 days ago), 34.3% are below.
66.0% are above or equal to 12/1 close (18 days ago), 34.0% are below.
60.8% are above or equal to 11/30 close (19 days ago), 39.2% are below.
56.8% are above or equal to 11/29 close (20 days ago), 43.2% are below.
57.9% are above or equal to 11/28 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 1:31 pm ET)
20d: 4.7% new highs, 7.4% new lows
21d: 4.7% new highs, 7.4% new lows
42d: 4.1% new highs, 2.3% new lows
63d: 3.4% new highs, 2.2% new lows
126d: 3.1% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 1:31 pm ET)
2-day: 5.9% above, 94.1% below
3-day: 13.2% above, 86.8% below
4-day: 18.0% above, 82.0% below
5-day: 20.3% above, 79.7% below
8-day: 25.4% above, 74.6% below
10-day: 30.7% above, 69.3% below
20-day: 43.7% above, 56.3% below
50-day: 65.9% above, 34.1% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 1:31 pm ET)
META(28): -0.35% Top=SSRI CLF SLW GG ABX FNV AGI SCCO ….. CMC STLD AKS FMSA SLCA ARNC CCJ X=Bottom (Metals & Mining)
CONS(52): -0.49% Top=KATE COH VFC UAA NWL SPB WHR LULU ….. IP SEE CHD PBI FBHS GT GOLF KS=Bottom (Consumer)
INSU(33): -0.71% Top=TRV CLGX AIZ ALL RGA AON MMC L ….. PRU AXS LNC WLTW FNF MBI MTG RDN=Bottom (Insurance)
DISV(45): -0.83% Top=SERV AMN ROL V VNTV KBR G RHI ….. AL JEC R ADS URI ZTO CAR WTW=Bottom (Diversified Services)
LEIS(34): -0.84% Top=SIX CMG JACK BYD MCD LVS ARMK EXPE ….. HLT LQ WYNN SEAS SONC SHAK TXRH GPRO=Bottom (Leisure)
RETA(62): -0.91% Top=AEO URBN KORS AMZN KSS BABA ANF CHS ….. WSM WFM AN PAG BBY FINL GME GNC=Bottom (Retail & Specialty Retail)
HEAL(47): -0.93% Top=ZBH MOH RMD EW ESRX SYK BCR UHS ….. A IRWD DXCM ALGN MD THC CNC OPK=Bottom (Health)
CHEM(25): -0.96% Top=OLN PAH HUN AXTA IFF SHW WLK MON ….. SMG APD ASH CE CF ALB MOS POT=Bottom (Chemicals/Fertilizers)
COHW(37): -0.97% Top=VRSN S BCE HRS T LVLT AAPL VZ ….. PANW HPQ QCOM FNSR ACIA CIEN ARRS SSYS=Bottom (Computer Hardware/Telecom)
FINA(92): -1.02% Top=BK APO GS UMBF ARCC NDAQ ACAS FRC ….. WDR BEN BOFI IVZ LM OZRK PSEC OMF=Bottom (Banks/Financials)
ENER(94): -1.05% Top=CVI MPLX EPD PSXP MMP WPZ REN XOM ….. SWN OKS EPE BWP OAS DO HLX BBG=Bottom (Energy)
TRAN(26): -1.09% Top=CNI NSC CP LUV JBHT UPS UNP CHRW ….. KSU UAL AAL NAT ALK DAL ODFL BRS=Bottom (Transportation)
COSW(82): -1.19% Top=BR BIDU OTEX FTNT IAC ADP YHOO SQ ….. WB ZEN COUP TTD BITA WUBA NTNX TWLO=Bottom (Computer Software/Internet)
MATE(26): -1.20% Top=WM RSG VMC WCN SRCL LEN OC FLR ….. KBH CAA FAST EME DAR SUM TPH MDR=Bottom (Materials & Construction)
MANU(38): -1.25% Top=ATKR GE DE DCI HON ROK DHR TTC ….. AME CFX ATI MRC KMT ITT BDC DDD=Bottom (Manufacturing)
REAL(104): -1.36% Top=ARR MFA ACC BAM AMH HPT WRI AIV ….. RLJ NRZ GPT CIM CSAL SHO KRC CBL=Bottom (Real Estate)
ELEC(49): -1.65% Top=KLAC HIMX ON CY MCHP TEL ADI TER ….. OCLR FSLR CSIQ AMD SPWR FIT PI NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 11:43 am ET
by daytrend on 20161228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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 (20161228 11:43 am ET)
3.3% of stocks are above yesterday’s high.
21.4% are above yesterday’s midpoint. (78.6% are below.)
40.6% are below yesterday’s low.
56.1% are inside yesterday’s range.
32.5% of stocks with today’s high > yesterday’s high. (67.5% less than).
69.6% of stocks with today’s low < yesterday’s low. (30.4% greater than).

EVIDENCE OF INTRADAY TREND (20161228 11:43 am ET)
12.7% of stocks are above today’s open. (85.9% are below).
8.7% of stocks are above today’s open and yesterday’s close.
79.4% are below both.
11.6% of stocks opened above yesterday’s high.
64.8% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161228 11:43 am ET)
1.5% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
24.0% are in the top half. 76.0% of stocks are in the bottom half of today’s range.
24.8% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20161228 11:43 am ET)
16.4% of stocks are above yesterday’s close. (83.6% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.7% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20161228 11:43 am ET)
2-day: >=95:3.0%…>=90:4.8%…>=80:8.8%…>=50:28.9%…<=20:24.6%…<=10:9.4%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:61.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 11:43 am ET)
3.3% above previous 1 highs, 40.6% below previous 1 lows
3.1% above previous 2 highs, 19.0% below previous 2 lows
2.4% above previous 3 highs, 13.2% below previous 3 lows
1.9% above previous 4 highs, 11.8% below previous 4 lows
1.8% above previous 5 highs, 10.1% below previous 5 lows
1.8% above previous 6 highs, 8.6% below previous 6 lows
1.6% above previous 7 highs, 6.8% below previous 7 lows
1.5% above previous 8 highs, 5.3% below previous 8 lows
0.8% above previous 9 highs, 5.3% below previous 9 lows
0.7% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 11:43 am ET)
16.4% are above or equal to 12/27 close (1 days ago), 83.6% are below.
42.6% are above or equal to 12/23 close (2 days ago), 57.4% are below.
53.7% are above or equal to 12/22 close (3 days ago), 46.3% are below.
39.6% are above or equal to 12/21 close (4 days ago), 60.4% are below.
34.6% are above or equal to 12/20 close (5 days ago), 65.4% are below.
44.3% are above or equal to 12/19 close (6 days ago), 55.7% are below.
50.7% are above or equal to 12/16 close (7 days ago), 49.3% are below.
49.5% are above or equal to 12/15 close (8 days ago), 50.5% are below.
54.3% are above or equal to 12/14 close (9 days ago), 45.7% are below.
35.8% are above or equal to 12/13 close (10 days ago), 64.2% are below.
40.2% are above or equal to 12/12 close (11 days ago), 59.8% are below.
34.2% are above or equal to 12/9 close (12 days ago), 65.8% are below.
35.4% are above or equal to 12/8 close (13 days ago), 64.6% are below.
42.2% are above or equal to 12/7 close (14 days ago), 57.8% are below.
55.6% are above or equal to 12/6 close (15 days ago), 44.4% are below.
60.4% are above or equal to 12/5 close (16 days ago), 39.6% are below.
68.4% are above or equal to 12/2 close (17 days ago), 31.6% are below.
69.6% are above or equal to 12/1 close (18 days ago), 30.4% are below.
63.0% are above or equal to 11/30 close (19 days ago), 37.0% are below.
60.1% are above or equal to 11/29 close (20 days ago), 39.9% are below.
60.6% are above or equal to 11/28 close (21 days ago), 39.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 11:43 am ET)
20d: 4.6% new highs, 5.4% new lows
21d: 4.6% new highs, 5.4% new lows
42d: 4.1% new highs, 1.7% new lows
63d: 3.4% new highs, 1.5% new lows
126d: 3.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 11:43 am ET)
2-day: 15.2% above, 84.8% below
3-day: 29.5% above, 70.5% below
4-day: 37.5% above, 62.5% below
5-day: 37.8% above, 62.2% below
8-day: 41.2% above, 58.8% below
10-day: 45.4% above, 54.6% below
20-day: 52.4% above, 47.6% below
50-day: 68.9% above, 31.1% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 11:43 am ET)
META(28): 0.08% Top=CLF SLW SSRI GG CENX FNV ABX SCCO ….. STLD NUE TECK ARNC CCJ X FMSA SLCA=Bottom (Metals & Mining)
INSU(33): -0.11% Top=AIZ TRV CNO RGA L CLGX ORI MMC ….. PGR MTG WLTW RDN XL MBI AXS FNF=Bottom (Insurance)
FINA(92): -0.35% Top=BK GS WETF UMBF APO PYPL ACAS NYCB ….. LM SBNY OZRK BEN FII IVZ WDR PSEC=Bottom (Banks/Financials)
CHEM(25): -0.40% Top=HUN CC OLN PAH IFF AXTA PX SHW ….. ASH CF SMG PPG CE MOS ALB POT=Bottom (Chemicals/Fertilizers)
LEIS(34): -0.40% Top=BYD MGM DPZ SIX CMG LVS MCD JACK ….. BLMN EAT WYNN SEAS SONC GPRO TXRH SHAK=Bottom (Leisure)
TRAN(26): -0.47% Top=CNI NSC CP CSX LUV UNP GWR JBHT ….. TRN ODFL ALK DAL XPO AAL NAT BRS=Bottom (Transportation)
CONS(52): -0.50% Top=TUP TPX VFC UAA NWL GIL SON PG ….. FBHS ENR CHD EPC COTY PBI KS PAY=Bottom (Consumer)
DISV(45): -0.52% Top=SERV WOOF AMN ROL CXW V PAYX RHI ….. ATHN JEC ACM URI ZTO ADS CAR WTW=Bottom (Diversified Services)
HEAL(47): -0.53% Top=ZBH RMD ANTM BCR EW WCG SYK ESRX ….. CNC IRWD ACHC ALGN MD DXCM THC OPK=Bottom (Health)
ENER(94): -0.58% Top=CVI CPE RES CRC ECA WPZ MPLX VVV ….. EPE CRZO SWN AR DO OAS HLX BBG=Bottom (Energy)
COHW(37): -0.59% Top=S INFN HRS LVLT BCE T VZ COMM ….. ACIA QCOM PANW ARRS FNSR VG CIEN SSYS=Bottom (Computer Hardware/Telecom)
MATE(26): -0.63% Top=WM VMC RSG OC WCN SRCL PHM LEN ….. KBH FAST TOL CAA DHI SUM TPH DAR=Bottom (Materials & Construction)
MANU(38): -0.65% Top=TEX DCI TTC DE GE ATKR DHR NDSN ….. CFX MIDD BDC MRC ATI KMT ITT DDD=Bottom (Manufacturing)
RETA(62): -0.65% Top=URBN AMZN AEO KMX KSS BABA GPS WMT ….. KORS PIR PAG GME BBY ETSY FINL GNC=Bottom (Retail & Specialty Retail)
COSW(82): -0.90% Top=BIDU BR NTES OTEX YHOO TYL IAC RHT ….. WB PFPT TTD ZEN NTNX BITA WUBA TWLO=Bottom (Computer Software/Internet)
REAL(104): -0.93% Top=ARR AMH MFA HPT GEO BAM MPW CYS ….. DFT NLY ARI TWO CIM SHO KRC CBL=Bottom (Real Estate)
ELEC(49): -1.01% Top=ON CY HIMX KLAC TEL TER MCHP FTV ….. AMBA FSLR AMD FIT SPWR CSIQ PI NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 11:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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