daytrend

12/01/2016

Filed under: Market Stats — daytrend @ 10:15 am

Market Stats at 10:14 am ET
by daytrend on 20161201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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 (20161201 10:14 am ET)
24.9% of stocks are above yesterday’s high.
45.4% are above yesterday’s midpoint. (54.6% are below.)
29.6% are below yesterday’s low.
45.5% are inside yesterday’s range.
35.6% of stocks with today’s high > yesterday’s high. (64.4% less than).
44.9% of stocks with today’s low < yesterday’s low. (55.1% greater than).

EVIDENCE OF INTRADAY TREND (20161201 10:14 am ET)
45.4% of stocks are above today’s open. (52.8% are below).
42.9% of stocks are above today’s open and yesterday’s close.
40.5% are below both.
16.2% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.7% opened below yesterday’s close).
11.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161201 10:14 am ET)
15.9% of stocks are in the top 10% of today’s range.
26.9% are in the top 20%.
49.4% are in the top half. 50.6% of stocks are in the bottom half of today’s range.
27.4% are in the bottom 20%.
17.3% are in the bottom 10%.

GAIN (20161201 10:14 am ET)
56.7% of stocks are above yesterday’s close. (43.3% are below.)
1.7% are up 4.5% or more. 0.7% are down 4.5% or more.
3.2% are up 3.5% or more. 1.9% are down 3.5% or more.
50.0% are between +1% and -1%.

RSI on DAILY (20161201 10:14 am ET)
2-day: >=95:4.4%…>=90:14.3%…>=80:29.2%…>=50:49.7%…<=20:32.6%…<=10:16.5%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.8%…>=50:63.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:66.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 10:14 am ET)
24.9% above previous 1 highs, 29.6% below previous 1 lows
22.4% above previous 2 highs, 26.6% below previous 2 lows
20.0% above previous 3 highs, 24.5% below previous 3 lows
18.0% above previous 4 highs, 23.1% below previous 4 lows
17.4% above previous 5 highs, 18.7% below previous 5 lows
16.8% above previous 6 highs, 16.0% below previous 6 lows
16.7% above previous 7 highs, 13.8% below previous 7 lows
16.6% above previous 8 highs, 12.9% below previous 8 lows
16.5% above previous 9 highs, 11.5% below previous 9 lows
16.2% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 10:14 am ET)
56.7% are above or equal to 11/30 close (1 days ago), 43.3% are below.
46.2% are above or equal to 11/29 close (2 days ago), 53.8% are below.
48.4% are above or equal to 11/28 close (3 days ago), 51.6% are below.
39.6% are above or equal to 11/25 close (4 days ago), 60.4% are below.
44.1% are above or equal to 11/23 close (5 days ago), 55.9% are below.
47.9% are above or equal to 11/22 close (6 days ago), 52.1% are below.
58.5% are above or equal to 11/21 close (7 days ago), 41.5% are below.
64.3% are above or equal to 11/18 close (8 days ago), 35.7% are below.
63.7% are above or equal to 11/17 close (9 days ago), 36.3% are below.
66.7% are above or equal to 11/16 close (10 days ago), 33.3% are below.
65.8% are above or equal to 11/15 close (11 days ago), 34.2% are below.
69.8% are above or equal to 11/14 close (12 days ago), 30.2% are below.
74.9% are above or equal to 11/11 close (13 days ago), 25.1% are below.
74.7% are above or equal to 11/10 close (14 days ago), 25.3% are below.
73.0% are above or equal to 11/9 close (15 days ago), 27.0% are below.
73.4% are above or equal to 11/8 close (16 days ago), 26.6% are below.
74.4% are above or equal to 11/7 close (17 days ago), 25.6% are below.
80.6% are above or equal to 11/4 close (18 days ago), 19.4% are below.
81.1% are above or equal to 11/3 close (19 days ago), 18.9% are below.
79.0% are above or equal to 11/2 close (20 days ago), 21.0% are below.
75.4% are above or equal to 11/1 close (21 days ago), 24.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 10:14 am ET)
20d: 20.8% new highs, 3.1% new lows
21d: 20.6% new highs, 3.1% new lows
42d: 18.7% new highs, 2.8% new lows
63d: 17.2% new highs, 2.7% new lows
126d: 14.4% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 10:14 am ET)
2-day: 55.8% above, 44.2% below
3-day: 50.0% above, 50.0% below
4-day: 50.1% above, 49.9% below
5-day: 46.3% above, 53.7% below
8-day: 47.6% above, 52.4% below
10-day: 52.0% above, 48.0% below
20-day: 69.7% above, 30.3% below
50-day: 66.6% above, 33.4% below
200-day: 66.8% above, 33.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 10:14 am ET)
ENER(89): 2.02% Top=CRC SWN DO CPG RRC ATW RIG WLL ….. GEL ETE SEP SXL ETP MPLX PDCE VVV=Bottom (Energy)
MANU(39): 1.66% Top=DCI FLS DOV AME PH ITT PNR KMT ….. MFS AOS HON IR MRC RS DDD DHR=Bottom (Manufacturing)
TRAN(28): 1.15% Top=BRS TK CSX TRN CP JBLU WAB ALK ….. GWR JBHT UPS CHRW EGLE SWFT SAVE KSU=Bottom (Transportation)
FINA(89): 1.11% Top=VOYA WETF PVTB APO OZRK LAZ WBS SIVB ….. LM PSEC OMF TD NSAM WU EFX PYPL=Bottom (Banks/Financials)
CHEM(27): 0.80% Top=WLK MOS OLN CF PAH FMC EMN DD ….. RPM ASH SHW IFF AXTA TROX ALB SMG=Bottom (Chemicals/Fertilizers)
INSU(33): 0.72% Top=LNC MBI PRU RDN MET SLF MTG AFSI ….. AJG ORI WLTW FNF AFL CLGX AON FAF=Bottom (Insurance)
RETA(62): 0.70% Top=AN PAG LB JCP KSS M URBN TSCO ….. NFLX AMZN DLTR BABA ETSY MELI GNC GES=Bottom (Retail & Specialty Retail)
CONS(50): 0.53% Top=SKX OI PVH BC CRI GT VFC NKE ….. PG KMB PAY COTY SPB CHD BERY CLX=Bottom (Consumer)
MATE(25): 0.42% Top=EXP MDR FAST PWR FLR OC USG VMC ….. TPH WM CAA KBH DHI WCN MAS DAR=Bottom (Materials & Construction)
LEIS(35): 0.41% Top=CMG DRI SONC JACK LQ EAT TXRH WYN ….. EXPE BYD MGM LVS MCD CCL RCL WYNN=Bottom (Leisure)
DISV(46): -0.12% Top=URI CXW KBR ACM CAR AL JEC ROL ….. MA V RRD FDC WOOF VNTV BAH YY=Bottom (Diversified Services)
HEAL(51): -0.32% Top=UHS THC ANTM HCA EVHC CNC AMSG AET ….. BSX EW ABMD NUVA TFX ELGX DXCM VWR=Bottom (Health)
COHW(36): -0.47% Top=S WDC CDW HRS VG ANET STX INFN ….. VIAV CCI FNSR BBRY ZAYO WIN QCOM ACIA=Bottom (Computer Hardware/Telecom)
META(28): -0.49% Top=CCJ FCX CLF AKS X CMC SCCO ARNC ….. RGLD SSRI AG NEM CDE SLW PAAS AEM=Bottom (Metals & Mining)
REAL(96): -0.96% Top=SHO RLGY LHO HST ALLY DRH CBG GEO ….. O NNN COR SRC MAA GLPI DLR CBL=Bottom (Real Estate)
COSW(80): -1.05% Top=SYNT XRX CTXS ANSS FTNT FFIV INTU VIPS ….. MTCH SINA EA SQ WB TWLO CERN NTNX=Bottom (Computer Software/Internet)
ELEC(48): -1.07% Top=FIT DLB AYI TRMB GRMN CSIQ MRVL SPWR ….. AMAT OCLR NVDA KLAC AMD LRCX SNPS CRUS=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 10:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: