daytrend

12/01/2016

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 1:31 pm ET
by daytrend on 20161201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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

COMPARED TO YESTERDAY’S RANGE (20161201 1:31 pm ET)
23.7% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
45.6% are below yesterday’s low.
30.7% are inside yesterday’s range.
40.2% of stocks with today’s high > yesterday’s high. (59.8% less than).
55.3% of stocks with today’s low < yesterday’s low. (44.7% greater than).

EVIDENCE OF INTRADAY TREND (20161201 1:31 pm ET)
35.5% of stocks are above today’s open. (63.8% are below).
33.8% of stocks are above today’s open and yesterday’s close.
54.5% are below both.
16.3% of stocks opened above yesterday’s high.
59.5% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
11.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161201 1:31 pm ET)
4.5% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
32.6% are in the top half. 67.4% of stocks are in the bottom half of today’s range.
44.4% are in the bottom 20%.
31.7% are in the bottom 10%.

GAIN (20161201 1:31 pm ET)
43.9% of stocks are above yesterday’s close. (56.1% are below.)
2.8% are up 4.5% or more. 4.9% are down 4.5% or more.
5.2% are up 3.5% or more. 9.8% are down 3.5% or more.
33.0% are between +1% and -1%.

RSI on DAILY (20161201 1:31 pm ET)
2-day: >=95:4.4%…>=90:14.4%…>=80:27.4%…>=50:40.8%…<=20:43.1%…<=10:28.8%…<=5:16.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.9%…>=50:56.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:59.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 1:31 pm ET)
23.7% above previous 1 highs, 45.6% below previous 1 lows
21.1% above previous 2 highs, 41.2% below previous 2 lows
19.2% above previous 3 highs, 38.6% below previous 3 lows
17.9% above previous 4 highs, 37.3% below previous 4 lows
17.4% above previous 5 highs, 32.6% below previous 5 lows
16.7% above previous 6 highs, 30.1% below previous 6 lows
16.6% above previous 7 highs, 26.7% below previous 7 lows
16.5% above previous 8 highs, 24.2% below previous 8 lows
16.4% above previous 9 highs, 20.8% below previous 9 lows
16.3% above previous 10 highs, 18.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 1:31 pm ET)
43.9% are above or equal to 11/30 close (1 days ago), 56.1% are below.
40.5% are above or equal to 11/29 close (2 days ago), 59.5% are below.
41.9% are above or equal to 11/28 close (3 days ago), 58.1% are below.
35.4% are above or equal to 11/25 close (4 days ago), 64.6% are below.
38.7% are above or equal to 11/23 close (5 days ago), 61.3% are below.
42.4% are above or equal to 11/22 close (6 days ago), 57.6% are below.
49.9% are above or equal to 11/21 close (7 days ago), 50.1% are below.
55.9% are above or equal to 11/18 close (8 days ago), 44.1% are below.
55.9% are above or equal to 11/17 close (9 days ago), 44.1% are below.
59.3% are above or equal to 11/16 close (10 days ago), 40.7% are below.
57.8% are above or equal to 11/15 close (11 days ago), 42.2% are below.
62.5% are above or equal to 11/14 close (12 days ago), 37.5% are below.
68.6% are above or equal to 11/11 close (13 days ago), 31.4% are below.
68.6% are above or equal to 11/10 close (14 days ago), 31.4% are below.
68.3% are above or equal to 11/9 close (15 days ago), 31.7% are below.
68.4% are above or equal to 11/8 close (16 days ago), 31.6% are below.
70.0% are above or equal to 11/7 close (17 days ago), 30.0% are below.
77.4% are above or equal to 11/4 close (18 days ago), 22.6% are below.
77.1% are above or equal to 11/3 close (19 days ago), 22.9% are below.
74.6% are above or equal to 11/2 close (20 days ago), 25.4% are below.
70.6% are above or equal to 11/1 close (21 days ago), 29.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 1:31 pm ET)
20d: 25.0% new highs, 7.2% new lows
21d: 24.9% new highs, 7.0% new lows
42d: 22.6% new highs, 5.8% new lows
63d: 21.5% new highs, 4.9% new lows
126d: 18.1% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 1:31 pm ET)
2-day: 43.3% above, 56.7% below
3-day: 42.0% above, 58.0% below
4-day: 40.9% above, 59.1% below
5-day: 37.6% above, 62.4% below
8-day: 40.9% above, 59.1% below
10-day: 44.7% above, 55.3% below
20-day: 61.7% above, 38.3% below
50-day: 62.5% above, 37.5% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 1:31 pm ET)
ENER(89): 2.06% Top=CRC ATW SWN DO RIG HLX PTEN SN ….. GEL EEP SPN SEP BPL MPLX SXL ETP=Bottom (Energy)
FINA(89): 1.51% Top=HBAN LAZ SLM PVTB VOYA WETF NTRS KKR ….. NAVI NSAM YRD PSEC NDAQ WU PYPL EFX=Bottom (Banks/Financials)
MANU(39): 1.28% Top=DCI FLS DOV AME ITT PNR PH ROK ….. MIDD HON MFS TEX DHR ZBRA MHK DDD=Bottom (Manufacturing)
TRAN(28): 0.66% Top=BRS CSX UNP TRN ODFL JBLU CP WAB ….. GWR CHRW UAL SAVE DAL AAL KSU EGLE=Bottom (Transportation)
INSU(33): 0.52% Top=LNC MBI SLF MTG RDN MET UNM PRU ….. ORI XL AJG AFL CLGX AON WLTW FAF=Bottom (Insurance)
LEIS(35): 0.03% Top=LQ DRI STAY CMG H SONC JACK TXRH ….. EXPE BYD GPRO MGM RCL CCL LVS WYNN=Bottom (Leisure)
RETA(61): -0.07% Top=AN PAG LB KSS DSW GPS JCP WFM ….. MIK BID LL GNC BABA ETSY MELI GES=Bottom (Retail & Specialty Retail)
META(28): -0.29% Top=CLF CCJ ARNC SLCA CMC AKS FMSA STLD ….. AG SLW RGLD PAAS CDE AEM SSRI TCK=Bottom (Metals & Mining)
CHEM(27): -0.38% Top=MOS CF DOW WLK POT MON FMC AGU ….. ALB SMG SHW RPM AXTA ASH IFF TROX=Bottom (Chemicals/Fertilizers)
CONS(50): -0.42% Top=SKX KS BC PVH FL VFC IP CRI ….. BLL BMS EL COTY NWL BERY PAY SPB=Bottom (Consumer)
MATE(25): -0.44% Top=USG EXP MDR PWR OC SRCL FLR MLM ….. WCN EME PHM DHI CAA SUM KBH MAS=Bottom (Materials & Construction)
DISV(46): -0.74% Top=CXW URI HRI CAR KBR RBA ACM ROL ….. SBAC MA FLT TRU VNTV GPN YY RRD=Bottom (Diversified Services)
HEAL(51): -1.12% Top=AET DVA ANTM THC UNH UHS EVHC WCG ….. BDX NUVA BSX COO RMD ABMD IART VWR=Bottom (Health)
REAL(96): -1.41% Top=ALLY SHO LHO HST SC APLE DRH CUZ ….. O STOR EDR DFT COR CSGP CONE CBL=Bottom (Real Estate)
COHW(36): -1.83% Top=CDW S VG HRS CTL LVLT T VZ ….. ARRS PANW STX ZAYO WIN QCOM FNSR ACIA=Bottom (Computer Hardware/Telecom)
COSW(80): -2.96% Top=VIPS ANSS XRX SYNT TRI CHKP CSRA INTU ….. MTCH TWLO SPLK SINA NOW PFPT WB NTNX=Bottom (Computer Software/Internet)
ELEC(48): -3.25% Top=FIT DLB WAT FSLR AYI FTV CREE XLNX ….. AMD ADI OCLR AMAT MCHP LRCX AMKR 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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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