daytrend

12/05/2016

Filed under: Market Stats — daytrend @ 12:29 pm

Market Stats at 12:29 pm 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 12:29 pm ET)
44.3% of stocks are above yesterday’s high.
76.5% are above yesterday’s midpoint. (23.5% are below.)
4.6% are below yesterday’s low.
51.1% are inside yesterday’s range.
68.6% of stocks with today’s high > yesterday’s high. (31.4% less than).
12.2% of stocks with today’s low < yesterday’s low. (87.8% greater than).

EVIDENCE OF INTRADAY TREND (20161205 12:29 pm ET)
61.6% of stocks are above today’s open. (37.1% are below).
60.2% of stocks are above today’s open and yesterday’s close.
15.2% 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 12:29 pm ET)
8.8% of stocks are in the top 10% of today’s range.
22.3% are in the top 20%.
59.4% are in the top half. 40.6% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20161205 12:29 pm ET)
83.5% of stocks are above yesterday’s close. (16.5% are below.)
2.2% are up 4.5% or more. 0.1% are down 4.5% or more.
6.9% are up 3.5% or more. 0.2% are down 3.5% or more.
51.3% are between +1% and -1%.

RSI on DAILY (20161205 12:29 pm ET)
2-day: >=95:6.6%…>=90:12.9%…>=80:29.4%…>=50:74.7%…<=20:4.4%…<=10:2.4%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.5%…>=50:66.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:66.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 12:29 pm ET)
44.3% above previous 1 highs, 4.6% below previous 1 lows
21.2% above previous 2 highs, 2.0% below previous 2 lows
14.8% above previous 3 highs, 1.4% below previous 3 lows
13.4% above previous 4 highs, 1.2% below previous 4 lows
12.1% above previous 5 highs, 0.7% below previous 5 lows
11.9% above previous 6 highs, 0.7% below previous 6 lows
11.8% above previous 7 highs, 0.7% below previous 7 lows
11.5% above previous 8 highs, 0.7% below previous 8 lows
11.5% above previous 9 highs, 0.6% below previous 9 lows
11.4% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 12:29 pm ET)
83.5% are above or equal to 12/2 close (1 days ago), 16.5% are below.
76.0% are above or equal to 12/1 close (2 days ago), 24.0% are below.
59.5% are above or equal to 11/30 close (3 days ago), 40.5% are below.
49.6% are above or equal to 11/29 close (4 days ago), 50.4% are below.
51.3% are above or equal to 11/28 close (5 days ago), 48.7% are below.
44.4% are above or equal to 11/25 close (6 days ago), 55.6% are below.
49.4% are above or equal to 11/23 close (7 days ago), 50.6% are below.
53.4% are above or equal to 11/22 close (8 days ago), 46.6% are below.
58.9% are above or equal to 11/21 close (9 days ago), 41.1% are below.
65.4% are above or equal to 11/18 close (10 days ago), 34.6% are below.
64.8% are above or equal to 11/17 close (11 days ago), 35.2% are below.
68.1% are above or equal to 11/16 close (12 days ago), 31.9% are below.
67.6% are above or equal to 11/15 close (13 days ago), 32.4% are below.
69.7% are above or equal to 11/14 close (14 days ago), 30.3% are below.
73.7% are above or equal to 11/11 close (15 days ago), 26.3% are below.
73.9% are above or equal to 11/10 close (16 days ago), 26.1% are below.
71.9% are above or equal to 11/9 close (17 days ago), 28.1% are below.
72.0% are above or equal to 11/8 close (18 days ago), 28.0% are below.
72.5% are above or equal to 11/7 close (19 days ago), 27.5% are below.
79.5% are above or equal to 11/4 close (20 days ago), 20.5% are below.
79.0% are above or equal to 11/3 close (21 days ago), 21.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 12:29 pm ET)
20d: 17.9% new highs, 0.7% new lows
21d: 17.9% new highs, 0.7% new lows
42d: 16.1% new highs, 0.5% new lows
63d: 15.0% new highs, 0.5% new lows
126d: 13.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 12:29 pm ET)
2-day: 82.6% above, 17.4% below
3-day: 80.5% above, 19.5% below
4-day: 72.8% above, 27.2% below
5-day: 66.9% above, 33.1% below
8-day: 54.1% above, 45.9% below
10-day: 55.4% above, 44.6% below
20-day: 67.9% above, 32.1% below
50-day: 65.4% above, 34.6% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 12:29 pm ET)
ENER(89): 1.96% Top=CVI HFC RRC SPN CRC RIG PBF BBG ….. SXL ETP CRZO PAA ETE WPZ PE WPX=Bottom (Energy)
ELEC(49): 1.44% Top=CSIQ SPWR FSLR QRVO OCLR NVDA TRMB AMBA ….. FIT TXN AMAT CGNX CY DLB FTV MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 1.38% Top=AKS FMSA CLF CDE CMC CNX STLD CCJ ….. RGLD GG CLD SLW AEM FNV TAHO AG=Bottom (Metals & Mining)
COSW(82): 1.38% Top=SPLK CRM SINA WUBA FEYE SHOP ATHM MTCH ….. VEEV NCR VIPS NTNX NUAN XRX SABR BITA=Bottom (Computer Software/Internet)
CONS(51): 1.35% Top=PAY FOSL LULU KATE WWW COH BC NKE ….. SKX CL CLX KMB BLL GIL SPB OI=Bottom (Consumer)
FINA(89): 1.26% Top=OMF SLM YRD OZRK BOFI BAC SEIC GS ….. ACAS CFG LAZ LM WETF TROW APO KEY=Bottom (Banks/Financials)
CHEM(26): 1.09% Top=CC MOS AGU POT AXTA APD HUN PPG ….. CF PAH EMN WLK IFF SMG PX SHW=Bottom (Chemicals/Fertilizers)
COHW(35): 1.07% Top=SSYS WIN VG FNSR CIEN ACIA TDC HPQ ….. LVLT ANET ZAYO S NTAP CTL AAPL WDC=Bottom (Computer Hardware/Telecom)
RETA(61): 1.07% Top=BLDR RH ANF BBY KORS GPS MELI AEO ….. WMT WBA M COST W KR NFLX TLRD=Bottom (Retail & Specialty Retail)
LEIS(35): 1.01% Top=SEAS CCL HLT ZOES LQ RCL STAY MAR ….. WYNN PNRA DPZ GPRO MGM BLMN SHAK DNKN=Bottom (Leisure)
MANU(41): 0.95% Top=DDD ATI ZBRA RS MHK MIDD AGCO MFS ….. LECO DHR FLS ROP CAT BWXT ROK GE=Bottom (Manufacturing)
MATE(25): 0.85% Top=MAS TOL MDR FAST DAR OC KBH CAA ….. PWR MLM DHI FLR LEN SRCL WM RSG=Bottom (Materials & Construction)
DISV(47): 0.83% Top=HRI MYGN ADS EEFT V WOOF CAR FLT ….. HRB MAN JEC MCO TAL YY CXW SCI=Bottom (Diversified Services)
REAL(97): 0.61% Top=PEB LHO RLJ SC RLGY NRZ DRH HST ….. VER AMT SRC NNN MAA O SNH GPT=Bottom (Real Estate)
TRAN(27): 0.53% Top=BRS TK WAB NAT CP CHRW CNI SWFT ….. DAL AAL XPO JBLU LUV SAVE UAL ALK=Bottom (Transportation)
INSU(33): 0.42% Top=WLTW CLGX MTG BRO PRU MET CNO AFSI ….. ALL HIG RGA SLF CINF PGR ORI TRV=Bottom (Insurance)
HEAL(50): 0.38% Top=NUVA OPK BKD THC ALGN IART ACHC COO ….. ELGX EW DVA CNC WCG IRWD UNH AET=Bottom (Health)

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 12:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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