daytrend

12/02/2016

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 2:10 pm ET
by daytrend on 20161202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

COMPARED TO YESTERDAY’S RANGE (20161202 2:10 pm ET)
8.9% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
20.3% are below yesterday’s low.
70.8% are inside yesterday’s range.
29.9% of stocks with today’s high > yesterday’s high. (70.1% less than).
42.7% of stocks with today’s low < yesterday’s low. (57.3% greater than).

EVIDENCE OF INTRADAY TREND (20161202 2:10 pm ET)
49.5% of stocks are above today’s open. (48.9% are below).
41.4% of stocks are above today’s open and yesterday’s close.
42.6% are below both.
3.8% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161202 2:10 pm ET)
4.4% of stocks are in the top 10% of today’s range.
10.1% are in the top 20%.
37.4% are in the top half. 62.6% of stocks are in the bottom half of today’s range.
30.4% are in the bottom 20%.
17.3% are in the bottom 10%.

GAIN (20161202 2:10 pm ET)
49.5% of stocks are above yesterday’s close. (50.5% are below.)
1.2% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.8% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20161202 2:10 pm ET)
2-day: >=95:2.0%…>=90:5.8%…>=80:13.0%…>=50:40.9%…<=20:25.8%…<=10:17.2%…<=5:10.7%…
9-day: >=95:0.1%…>=90:0.3%…>=80:2.9%…>=50:55.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:59.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 2:10 pm ET)
8.9% above previous 1 highs, 20.3% below previous 1 lows
5.8% above previous 2 highs, 14.8% below previous 2 lows
5.0% above previous 3 highs, 12.0% below previous 3 lows
4.0% above previous 4 highs, 11.9% below previous 4 lows
3.8% above previous 5 highs, 11.6% below previous 5 lows
3.7% above previous 6 highs, 11.2% below previous 6 lows
3.5% above previous 7 highs, 10.0% below previous 7 lows
3.5% above previous 8 highs, 9.5% below previous 8 lows
3.3% above previous 9 highs, 8.7% below previous 9 lows
3.0% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 2:10 pm ET)
49.5% are above or equal to 12/1 close (1 days ago), 50.5% are below.
40.7% are above or equal to 11/30 close (2 days ago), 59.3% are below.
40.8% are above or equal to 11/29 close (3 days ago), 59.2% are below.
43.0% are above or equal to 11/28 close (4 days ago), 57.0% are below.
33.9% are above or equal to 11/25 close (5 days ago), 66.1% are below.
38.9% are above or equal to 11/23 close (6 days ago), 61.1% are below.
44.4% are above or equal to 11/22 close (7 days ago), 55.6% are below.
50.9% are above or equal to 11/21 close (8 days ago), 49.1% are below.
56.4% are above or equal to 11/18 close (9 days ago), 43.6% are below.
55.7% are above or equal to 11/17 close (10 days ago), 44.3% are below.
58.8% are above or equal to 11/16 close (11 days ago), 41.2% are below.
57.7% are above or equal to 11/15 close (12 days ago), 42.3% are below.
61.2% are above or equal to 11/14 close (13 days ago), 38.8% are below.
66.8% are above or equal to 11/11 close (14 days ago), 33.2% are below.
67.9% are above or equal to 11/10 close (15 days ago), 32.1% are below.
67.9% are above or equal to 11/9 close (16 days ago), 32.1% are below.
68.2% are above or equal to 11/8 close (17 days ago), 31.8% are below.
68.6% are above or equal to 11/7 close (18 days ago), 31.4% are below.
75.7% are above or equal to 11/4 close (19 days ago), 24.3% are below.
76.5% are above or equal to 11/3 close (20 days ago), 23.5% are below.
74.0% are above or equal to 11/2 close (21 days ago), 26.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 2:10 pm ET)
20d: 8.1% new highs, 6.6% new lows
21d: 8.1% new highs, 6.5% new lows
42d: 7.0% new highs, 5.1% new lows
63d: 6.0% new highs, 4.5% new lows
126d: 4.8% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161202 2:10 pm ET)
2-day: 48.1% above, 51.9% below
3-day: 40.7% above, 59.3% below
4-day: 40.5% above, 59.5% below
5-day: 40.7% above, 59.3% below
8-day: 39.4% above, 60.6% below
10-day: 44.6% above, 55.4% below
20-day: 60.8% above, 39.2% below
50-day: 60.8% above, 39.2% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161202 2:10 pm ET)
HEAL(51): 4.74% Top=EVHC TFX EW VWR IRWD HRC TMO ELGX ….. WCG DVA HCA CNC XRAY HLS AET IART=Bottom (Health)
META(30): 2.74% Top=AG PAAS CLD CDE TAHO HL ABX SSRI ….. NUE SWC ARNC SCCO CMC CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(96): 0.39% Top=CSAL HCN GGP STOR SNH OHI VER ELS ….. WRI SHO PEB AGNC LHO RLJ HST SC=Bottom (Real Estate)
ENER(89): 0.24% Top=HES WPZ ETP TSO BBG NBR SPN SXL ….. CRZO CVI MTDR ATW RDC SM LPI SWN=Bottom (Energy)
RETA(60): 0.22% Top=ASNA EBAY JCP LOW NFLX DLTR DSW W ….. GME BLDR ETSY GNC GPS AN AEO GES=Bottom (Retail & Specialty Retail)
TRAN(27): 0.13% Top=JBLU ALK LUV TK BRS SAVE DAL UAL ….. NAT UNP KSU GWR NSC JBHT ODFL CP=Bottom (Transportation)
ELEC(48): 0.10% Top=AMAT SPWR MU CRUS SWKS QRVO LRCX FLEX ….. DLB CSIQ HIMX CGNX FIT SIMO OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): -0.03% Top=WY VMC USG EXP TOL MLM FAST WM ….. DHI MAS FLR DAR EME PWR SUM SRCL=Bottom (Materials & Construction)
COHW(37): -0.05% Top=WDC QCOM PSTG SSYS STX NTAP VRSN LVLT ….. T CSCO JNPR VG CIEN PANW FNSR INFN=Bottom (Computer Hardware/Telecom)
CONS(50): -0.22% Top=KATE WHR SPB RL PBI PKG SEE CHD ….. ECL LULU MAT SKX GT UA PVH PAY=Bottom (Consumer)
LEIS(35): -0.31% Top=MGM H RRR SEAS ARMK JACK CCL QSR ….. WYNN SHAK BLMN WYN GPRO ZOES SBUX SONC=Bottom (Leisure)
COSW(82): -0.40% Top=SQ MSCI HPE ADSK CA NCR TSS ZEN ….. BITA TRIP VEEV SINA GWRE TWLO TEAM WDAY=Bottom (Computer Software/Internet)
DISV(47): -0.50% Top=ATHN GPN BAH VNTV SERV FDC G MA ….. ULTA JEC CXW YY HRI RBA RRD ADS=Bottom (Diversified Services)
CHEM(26): -0.55% Top=CC EMN SMG IFF PAH CE APD RPM ….. DOW OLN MOS GRA ALB CF WLK AXTA=Bottom (Chemicals/Fertilizers)
INSU(34): -0.66% Top=CLGX FAF XL ALL TRV MTG RDN AGO ….. MET AJG SLF BRO MBI AFSI LNC AFL=Bottom (Insurance)
MANU(41): -0.71% Top=DDD ZBRA MRC RS BWXT WWD AOS DHR ….. DE ITT KMT DOV LECO AME DCI ATI=Bottom (Manufacturing)
FINA(89): -0.90% Top=CBOE PVTB EFX TD PSEC BMO PYPL NDAQ ….. SCHW BOFI STT SEIC LM SBNY OZRK YRD=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 2:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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