daytrend

12/02/2016

Filed under: Market Stats — daytrend @ 2:20 pm

Market Stats at 2:19 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 2:19 pm ET)
9.8% of stocks are above yesterday’s high.
35.5% are above yesterday’s midpoint. (64.5% are below.)
20.1% are below yesterday’s low.
70.1% are inside yesterday’s range.
29.9% of stocks with today’s high > yesterday’s high. (70.1% less than).
42.8% of stocks with today’s low < yesterday’s low. (57.2% greater than).

EVIDENCE OF INTRADAY TREND (20161202 2:19 pm ET)
52.7% of stocks are above today’s open. (45.4% are below).
44.6% of stocks are above today’s open and yesterday’s close.
39.7% 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 2:19 pm ET)
5.5% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
40.4% are in the top half. 59.6% of stocks are in the bottom half of today’s range.
26.4% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN (20161202 2:19 pm ET)
52.4% of stocks are above yesterday’s close. (47.6% are below.)
1.0% are up 4.5% or more. 0.8% are down 4.5% or more.
2.0% are up 3.5% or more. 1.7% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20161202 2:19 pm ET)
2-day: >=95:2.2%…>=90:6.7%…>=80:14.9%…>=50:41.9%…<=20:25.0%…<=10:15.8%…<=5:10.4%…
9-day: >=95:0.1%…>=90:0.3%…>=80:3.0%…>=50:56.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:60.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 2:19 pm ET)
9.8% above previous 1 highs, 20.1% below previous 1 lows
6.3% above previous 2 highs, 14.3% below previous 2 lows
5.5% above previous 3 highs, 11.6% below previous 3 lows
4.5% above previous 4 highs, 11.5% below previous 4 lows
4.4% above previous 5 highs, 11.3% below previous 5 lows
4.3% above previous 6 highs, 11.0% below previous 6 lows
4.0% above previous 7 highs, 10.0% below previous 7 lows
3.7% above previous 8 highs, 9.2% below previous 8 lows
3.6% above previous 9 highs, 8.4% below previous 9 lows
3.3% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 2:19 pm ET)
52.4% are above or equal to 12/1 close (1 days ago), 47.6% are below.
42.6% are above or equal to 11/30 close (2 days ago), 57.4% are below.
41.6% are above or equal to 11/29 close (3 days ago), 58.4% are below.
43.4% are above or equal to 11/28 close (4 days ago), 56.6% are below.
34.9% are above or equal to 11/25 close (5 days ago), 65.1% are below.
40.0% are above or equal to 11/23 close (6 days ago), 60.0% are below.
45.2% are above or equal to 11/22 close (7 days ago), 54.8% are below.
51.8% are above or equal to 11/21 close (8 days ago), 48.2% are below.
56.6% are above or equal to 11/18 close (9 days ago), 43.4% are below.
56.4% are above or equal to 11/17 close (10 days ago), 43.6% are below.
58.9% are above or equal to 11/16 close (11 days ago), 41.1% are below.
57.9% are above or equal to 11/15 close (12 days ago), 42.1% are below.
61.7% are above or equal to 11/14 close (13 days ago), 38.3% are below.
67.6% are above or equal to 11/11 close (14 days ago), 32.4% are below.
68.1% are above or equal to 11/10 close (15 days ago), 31.9% are below.
68.3% are above or equal to 11/9 close (16 days ago), 31.7% 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.
75.5% are above or equal to 11/4 close (19 days ago), 24.5% are below.
76.8% are above or equal to 11/3 close (20 days ago), 23.2% are below.
74.4% are above or equal to 11/2 close (21 days ago), 25.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 2:19 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 2:19 pm ET)
2-day: 50.9% above, 49.1% below
3-day: 43.6% above, 56.4% below
4-day: 42.2% above, 57.8% below
5-day: 41.9% above, 58.1% below
8-day: 40.3% above, 59.7% below
10-day: 45.4% above, 54.6% 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 2:19 pm ET)
HEAL(51): 4.82% Top=EVHC TFX EW HRC VWR IRWD ELGX TMO ….. WCG DVA CNC HCA AET XRAY HLS IART=Bottom (Health)
META(30): 2.76% Top=AG CLD PAAS CDE TAHO HL X ABX ….. FNV SWC CENX ARNC CMC SCCO CCJ FMSA=Bottom (Metals & Mining)
REAL(96): 0.45% Top=HCN CSAL GGP STOR CUZ OHI O STAG ….. WRI SHO AGNC PEB LHO RLJ HST SC=Bottom (Real Estate)
ENER(89): 0.40% Top=HES TSO ETP WPZ NBR SXL BBG SPN ….. CVI CRZO MTDR ATW LPI SM RDC SWN=Bottom (Energy)
RETA(60): 0.30% Top=ASNA EBAY JCP LOW NFLX DLTR SIG DSW ….. ETSY TIF BLDR GNC GPS AN AEO GES=Bottom (Retail & Specialty Retail)
TRAN(27): 0.20% Top=JBLU LUV ALK TK SAVE BRS DAL SWFT ….. CHRW KSU UNP GWR NSC JBHT ODFL CP=Bottom (Transportation)
ELEC(48): 0.11% Top=AMAT SPWR MU SWKS QRVO AMKR LRCX FLEX ….. DLB CSIQ HIMX CGNX FIT SIMO OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): 0.04% Top=WY USG VMC EXP TOL FAST MLM MDR ….. DHI FLR MAS PWR DAR EME SUM SRCL=Bottom (Materials & Construction)
COHW(37): -0.01% Top=WDC QCOM PSTG SSYS STX NTAP VRSN LVLT ….. CSCO ACIA JNPR VG CIEN PANW INFN FNSR=Bottom (Computer Hardware/Telecom)
CONS(50): -0.14% Top=KATE WHR SPB RL PKG PBI SEE CHD ….. SKX ECL LULU MAT GT UA PVH PAY=Bottom (Consumer)
LEIS(35): -0.28% Top=MGM RRR H SEAS ARMK JACK CCL QSR ….. LQ BLMN SHAK WYN ZOES GPRO SBUX SONC=Bottom (Leisure)
COSW(82): -0.35% Top=MSCI SQ HPE ADSK NTNX CA NCR TSS ….. TRIP VEEV BITA TWLO GWRE SINA TEAM WDAY=Bottom (Computer Software/Internet)
DISV(47): -0.43% Top=ATHN GPN BAH VNTV SERV FDC G MA ….. JEC TAL CXW YY HRI RBA RRD ADS=Bottom (Diversified Services)
CHEM(26): -0.49% Top=CC IFF EMN SMG PAH CE APD FMC ….. PPG GRA MOS OLN ALB CF WLK AXTA=Bottom (Chemicals/Fertilizers)
INSU(34): -0.60% Top=CLGX FAF XL ALL TRV RDN MTG AGO ….. MET AJG SLF BRO MBI LNC AFSI AFL=Bottom (Insurance)
MANU(41): -0.64% Top=DDD ZBRA MRC RS BWXT WWD DHR AOS ….. ITT DE KMT DOV LECO AME DCI ATI=Bottom (Manufacturing)
FINA(89): -0.79% Top=CBOE PVTB EFX SLM BMO TD NDAQ NSAM ….. BOFI SCHW STT SEIC SBNY OZRK LM 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 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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