daytrend

12/05/2016

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 9:55 am ET
by daytrend on 20161205. 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 (20161205 9:55 am ET)
45.4% of stocks are above yesterday’s high.
84.0% are above yesterday’s midpoint. (16.0% are below.)
1.8% are below yesterday’s low.
52.7% are inside yesterday’s range.
57.4% of stocks with today’s high > yesterday’s high. (42.6% less than).
5.3% of stocks with today’s low < yesterday’s low. (94.7% greater than).

EVIDENCE OF INTRADAY TREND (20161205 9:55 am ET)
67.8% of stocks are above today’s open. (30.2% are below).
66.6% of stocks are above today’s open and yesterday’s close.
9.3% are below both.
28.6% of stocks opened above yesterday’s high.
88.0% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161205 9:55 am ET)
28.5% of stocks are in the top 10% of today’s range.
43.0% are in the top 20%.
73.2% are in the top half. 26.8% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20161205 9:55 am ET)
89.4% of stocks are above yesterday’s close. (10.6% are below.)
0.3% are up 4.5% or more. 0.0% are down 4.5% or more.
2.2% are up 3.5% or more. 0.2% are down 3.5% or more.
48.4% are between +1% and -1%.

RSI on DAILY (20161205 9:55 am ET)
2-day: >=95:6.0%…>=90:12.2%…>=80:28.8%…>=50:78.3%…<=20:2.0%…<=10:0.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.3%…>=50:64.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:65.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 9:55 am ET)
45.4% above previous 1 highs, 1.8% below previous 1 lows
20.5% above previous 2 highs, 0.6% below previous 2 lows
13.7% above previous 3 highs, 0.3% below previous 3 lows
12.7% above previous 4 highs, 0.1% below previous 4 lows
11.3% above previous 5 highs, 0.1% below previous 5 lows
10.6% above previous 6 highs, 0.0% below previous 6 lows
10.6% above previous 7 highs, 0.0% below previous 7 lows
10.4% above previous 8 highs, 0.0% below previous 8 lows
10.3% above previous 9 highs, 0.0% below previous 9 lows
10.3% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 9:55 am ET)
89.4% are above or equal to 12/2 close (1 days ago), 10.6% are below.
79.1% are above or equal to 12/1 close (2 days ago), 20.9% are below.
60.0% are above or equal to 11/30 close (3 days ago), 40.0% are below.
49.9% are above or equal to 11/29 close (4 days ago), 50.1% are below.
52.6% are above or equal to 11/28 close (5 days ago), 47.4% are below.
45.6% are above or equal to 11/25 close (6 days ago), 54.4% are below.
50.2% are above or equal to 11/23 close (7 days ago), 49.8% are below.
53.3% are above or equal to 11/22 close (8 days ago), 46.7% are below.
60.0% are above or equal to 11/21 close (9 days ago), 40.0% are below.
64.6% are above or equal to 11/18 close (10 days ago), 35.4% are below.
64.6% are above or equal to 11/17 close (11 days ago), 35.4% are below.
67.6% are above or equal to 11/16 close (12 days ago), 32.4% are below.
67.7% are above or equal to 11/15 close (13 days ago), 32.3% are below.
70.4% are above or equal to 11/14 close (14 days ago), 29.6% are below.
73.9% are above or equal to 11/11 close (15 days ago), 26.1% are below.
73.7% are above or equal to 11/10 close (16 days ago), 26.3% are below.
72.2% are above or equal to 11/9 close (17 days ago), 27.8% are below.
72.1% are above or equal to 11/8 close (18 days ago), 27.9% are below.
72.3% are above or equal to 11/7 close (19 days ago), 27.7% are below.
79.2% are above or equal to 11/4 close (20 days ago), 20.8% are below.
79.6% are above or equal to 11/3 close (21 days ago), 20.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 9:55 am ET)
20d: 12.5% new highs, 0.2% new lows
21d: 12.5% new highs, 0.2% new lows
42d: 11.6% new highs, 0.2% new lows
63d: 11.0% new highs, 0.2% new lows
126d: 9.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 9:55 am ET)
2-day: 88.5% above, 11.5% below
3-day: 87.7% above, 12.3% below
4-day: 75.7% above, 24.3% below
5-day: 66.4% above, 33.6% below
8-day: 55.7% above, 44.3% below
10-day: 56.2% above, 43.8% below
20-day: 66.7% above, 33.3% below
50-day: 65.3% above, 34.7% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 9:55 am ET)
CHEM(26): 1.49% Top=PAH HUN MOS PPG CF POT WLK GRA ….. ALB DD MON FMC IFF SHW PX SMG=Bottom (Chemicals/Fertilizers)
COSW(82): 1.44% Top=SPLK NTNX TWLO FEYE NOW CTXS SHOP TTD ….. COTV TRI FIS DOX SABR NTES BITA ZEN=Bottom (Computer Software/Internet)
ENER(89): 1.43% Top=RRC COG HFC RIG HES RDC CVI GPOR ….. MDU PAA SLB MPLX WPZ ETE SXL ETP=Bottom (Energy)
ELEC(49): 1.38% Top=OCLR QRVO SPWR AMBA CAVM FSLR NVDA PI ….. LSCC AMAT INTC AYI XLNX MU FTV MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): 1.33% Top=BOFI OMF WDR C OZRK BAC SLM EWBC ….. TD ICE APO CBOE ACAS ARCC KEY PVTB=Bottom (Banks/Financials)
RETA(61): 1.32% Top=RH FINL ETSY ANF GNC AEO BID GPS ….. TGT CVS WBA COST NFLX KR TLRD BIG=Bottom (Retail & Specialty Retail)
CONS(51): 1.14% Top=FOSL PAY WWW UA NKE KS KATE RL ….. SKX BLL CL OI BERY CLX KMB SPB=Bottom (Consumer)
DISV(47): 1.10% Top=FLT AMN V MA ULTA ADS HRI AL ….. FDC TRU INFO MCO SCI CTAS YY ALLE=Bottom (Diversified Services)
LEIS(35): 1.07% Top=LQ SEAS ZOES CCL RCL STAY CMG MAR ….. EAT BLMN SBUX JACK DNKN DPZ RRR SHAK=Bottom (Leisure)
MANU(41): 1.03% Top=DDD ATI TEX ZBRA AGCO MHK MFS MWA ….. ROK TTC DHR EMR DCI GE CLC ROP=Bottom (Manufacturing)
MATE(25): 1.00% Top=TOL TPH FAST KBH MAS MDR DAR PHM ….. EME VMC WCN WM SRCL MLM RSG EXP=Bottom (Materials & Construction)
COHW(35): 0.99% Top=ACIA CIEN FNSR SSYS WIN PANW HPQ WDC ….. BCE ZAYO CDW NTAP BBRY S AAPL ANET=Bottom (Computer Hardware/Telecom)
TRAN(27): 0.94% Top=BRS TK XPO WAB JBLU TRN CHRW GWR ….. JBHT UNP UPS CSX KSU UAL ODFL ALK=Bottom (Transportation)
INSU(33): 0.66% Top=MTG PRU MMC MBI BRO CNO RDN CLGX ….. SLF FAF AFSI ALL CINF PGR TRV FNF=Bottom (Insurance)
HEAL(50): 0.59% Top=OPK NUVA IART XRAY THC TMO IRWD DXCM ….. SYK TFX AMSG ANTM WCG UHS AET UNH=Bottom (Health)
META(30): 0.29% Top=AKS CLF FMSA STLD CENX CMC SCCO X ….. GG PAAS ABX AEM SLW TAHO FNV AG=Bottom (Metals & Mining)
REAL(97): 0.29% Top=SC LHO RLGY CSGP HST RLJ SHO DRH ….. MAA NNN EXR SRC PSA O VER GPT=Bottom (Real Estate)

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 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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