daytrend

12/01/2016

Filed under: Market Stats — daytrend @ 2:51 pm

Market Stats at 2:50 pm ET
by daytrend on 20161201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20161201 2:50 pm ET)
20.5% of stocks are above yesterday’s high.
37.2% are above yesterday’s midpoint. (62.8% are below.)
47.0% are below yesterday’s low.
32.4% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
58.9% of stocks with today’s low < yesterday’s low. (41.1% greater than).

EVIDENCE OF INTRADAY TREND (20161201 2:50 pm ET)
34.2% of stocks are above today’s open. (64.9% are below).
32.0% of stocks are above today’s open and yesterday’s close.
56.2% are below both.
16.2% of stocks opened above yesterday’s high.
59.4% 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 2:50 pm ET)
4.4% of stocks are in the top 10% of today’s range.
10.0% are in the top 20%.
29.2% are in the top half. 70.8% of stocks are in the bottom half of today’s range.
44.4% are in the bottom 20%.
28.5% are in the bottom 10%.

GAIN (20161201 2:50 pm ET)
41.4% of stocks are above yesterday’s close. (58.6% are below.)
1.9% are up 4.5% or more. 5.1% are down 4.5% or more.
2.9% are up 3.5% or more. 11.0% are down 3.5% or more.
33.1% are between +1% and -1%.

RSI on DAILY (20161201 2:50 pm ET)
2-day: >=95:3.7%…>=90:12.9%…>=80:25.5%…>=50:40.3%…<=20:43.9%…<=10:30.9%…<=5:16.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.9%…>=50:55.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:58.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 2:50 pm ET)
20.5% above previous 1 highs, 47.0% below previous 1 lows
18.7% above previous 2 highs, 42.3% below previous 2 lows
17.0% above previous 3 highs, 40.3% below previous 3 lows
16.2% above previous 4 highs, 38.9% below previous 4 lows
15.8% above previous 5 highs, 34.9% below previous 5 lows
15.1% above previous 6 highs, 32.9% below previous 6 lows
14.9% above previous 7 highs, 29.9% below previous 7 lows
14.8% above previous 8 highs, 27.0% below previous 8 lows
14.7% above previous 9 highs, 23.4% below previous 9 lows
14.6% above previous 10 highs, 20.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 2:50 pm ET)
41.4% are above or equal to 11/30 close (1 days ago), 58.6% are below.
38.8% are above or equal to 11/29 close (2 days ago), 61.2% are below.
40.3% are above or equal to 11/28 close (3 days ago), 59.7% are below.
34.6% are above or equal to 11/25 close (4 days ago), 65.4% are below.
37.9% are above or equal to 11/23 close (5 days ago), 62.1% are below.
41.0% are above or equal to 11/22 close (6 days ago), 59.0% are below.
48.4% are above or equal to 11/21 close (7 days ago), 51.6% are below.
54.9% are above or equal to 11/18 close (8 days ago), 45.1% are below.
55.2% are above or equal to 11/17 close (9 days ago), 44.8% are below.
58.9% are above or equal to 11/16 close (10 days ago), 41.1% are below.
57.2% are above or equal to 11/15 close (11 days ago), 42.8% are below.
61.0% are above or equal to 11/14 close (12 days ago), 39.0% are below.
67.9% are above or equal to 11/11 close (13 days ago), 32.1% are below.
67.6% are above or equal to 11/10 close (14 days ago), 32.4% are below.
66.7% are above or equal to 11/9 close (15 days ago), 33.3% are below.
67.6% are above or equal to 11/8 close (16 days ago), 32.4% are below.
68.7% are above or equal to 11/7 close (17 days ago), 31.3% are below.
77.2% are above or equal to 11/4 close (18 days ago), 22.8% are below.
76.6% are above or equal to 11/3 close (19 days ago), 23.4% are below.
73.9% are above or equal to 11/2 close (20 days ago), 26.1% are below.
70.9% are above or equal to 11/1 close (21 days ago), 29.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 2:50 pm ET)
20d: 25.4% new highs, 8.0% new lows
21d: 25.3% new highs, 7.8% new lows
42d: 23.1% new highs, 6.6% new lows
63d: 21.8% new highs, 5.7% new lows
126d: 18.4% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 2:50 pm ET)
2-day: 40.7% above, 59.3% below
3-day: 41.3% above, 58.7% below
4-day: 39.4% above, 60.6% below
5-day: 37.5% above, 62.5% below
8-day: 39.2% above, 60.8% below
10-day: 45.1% above, 54.9% below
20-day: 60.7% above, 39.3% below
50-day: 61.8% above, 38.2% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 2:50 pm ET)
FINA(89): 1.34% Top=LAZ HBAN NTRS PVTB TCB KKR VOYA SBNY ….. NDAQ PSEC NSAM NAVI WU EFX YRD PYPL=Bottom (Banks/Financials)
MANU(39): 1.23% Top=DCI FLS DOV AME ITT PNR ROK PH ….. HON MFS MIDD DHR TEX ZBRA MHK DDD=Bottom (Manufacturing)
META(30): 0.95% Top=CLF CLD CCJ AG AKS TAHO CMC ABX ….. X NUE AEM RGLD FCX CENX CNX TCK=Bottom (Metals & Mining)
ENER(89): 0.68% Top=CRC HLX SWN ATW DO RIG RRC RES ….. WPZ BPL BBG GEL MPLX SXL ETP ETE=Bottom (Energy)
TRAN(28): 0.56% Top=CSX UNP JBHT CP ODFL JBLU SWFT CNI ….. UAL SAVE DAL NAT EGLE AAL KSU TK=Bottom (Transportation)
INSU(33): 0.48% Top=MBI LNC SLF MTG RDN MET AGO UNM ….. MMC ORI AJG CLGX AFL AON WLTW FAF=Bottom (Insurance)
LEIS(35): 0.04% Top=LQ DRI STAY H WYN SONC CMG JACK ….. BYD MGM GPRO RRR RCL CCL LVS WYNN=Bottom (Leisure)
RETA(61): -0.37% Top=AN PAG KMX KR DSW LB WFM KSS ….. BID BLDR LL MELI BABA GNC ETSY GES=Bottom (Retail & Specialty Retail)
CONS(50): -0.53% Top=SKX KS FL BC VFC IP PBI PVH ….. NWL CCK KATE COTY PAY BERY MAT SPB=Bottom (Consumer)
CHEM(27): -0.70% Top=MOS DOW OLN MON CF DD FMC POT ….. SMG SHW RPM ASH ALB IFF TROX AXTA=Bottom (Chemicals/Fertilizers)
DISV(46): -0.70% Top=CXW URI HRI RBA R CAR CTAS KBR ….. FLT ATHN VNTV WOOF SBAC MCO GPN RRD=Bottom (Diversified Services)
MATE(25): -0.74% Top=USG PWR EXP OC MDR MLM SRCL FLR ….. DAR TOL DHI PHM TPH CAA MAS KBH=Bottom (Materials & Construction)
HEAL(51): -1.05% Top=AET DVA UNH ANTM CNC WCG UHS PKI ….. COO BKD RMD PRAH ABMD IART ELGX VWR=Bottom (Health)
REAL(96): -1.80% Top=SHO APLE LHO HST DRH ALLY CBG GEO ….. STOR COR EDR DLR DOC CONE CBL CSGP=Bottom (Real Estate)
COHW(36): -1.82% Top=CDW S VG HRS T CTL VZ TMUS ….. SSYS CIEN WIN ZAYO STX FNSR QCOM ACIA=Bottom (Computer Hardware/Telecom)
COSW(80): -2.94% Top=VIPS SYNT XRX ANSS TRI INTU ADP CHKP ….. TWLO MTCH SINA PFPT SPLK NOW WB NTNX=Bottom (Computer Software/Internet)
ELEC(48): -3.42% Top=FIT DLB FSLR AYI WAT AMBA CREE XLNX ….. MU ADI AMD ON LRCX MCHP 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 2:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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