daytrend

12/05/2016

Filed under: Market Stats — daytrend @ 3:06 pm

Market Stats at 3:06 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 3:06 pm ET)
44.2% of stocks are above yesterday’s high.
74.2% are above yesterday’s midpoint. (25.8% are below.)
6.9% are below yesterday’s low.
48.9% are inside yesterday’s range.
71.3% of stocks with today’s high > yesterday’s high. (28.7% less than).
15.3% of stocks with today’s low < yesterday’s low. (84.7% greater than).

EVIDENCE OF INTRADAY TREND (20161205 3:06 pm ET)
61.0% of stocks are above today’s open. (37.7% are below).
59.9% of stocks are above today’s open and yesterday’s close.
19.0% 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 3:06 pm ET)
9.6% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20161205 3:06 pm ET)
79.6% of stocks are above yesterday’s close. (20.4% are below.)
3.7% are up 4.5% or more. 0.2% are down 4.5% or more.
6.7% are up 3.5% or more. 0.3% are down 3.5% or more.
48.6% are between +1% and -1%.

RSI on DAILY (20161205 3:06 pm ET)
2-day: >=95:6.0%…>=90:11.8%…>=80:29.0%…>=50:73.4%…<=20:6.5%…<=10:3.1%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.2%…>=50:66.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:66.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 3:06 pm ET)
44.2% above previous 1 highs, 6.9% below previous 1 lows
23.9% above previous 2 highs, 3.3% below previous 2 lows
16.7% above previous 3 highs, 2.2% below previous 3 lows
14.6% above previous 4 highs, 1.6% below previous 4 lows
13.3% above previous 5 highs, 1.5% below previous 5 lows
12.6% above previous 6 highs, 1.5% below previous 6 lows
12.5% above previous 7 highs, 1.2% below previous 7 lows
12.2% above previous 8 highs, 0.9% below previous 8 lows
12.2% above previous 9 highs, 0.7% below previous 9 lows
12.0% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 3:06 pm ET)
79.6% are above or equal to 12/2 close (1 days ago), 20.4% are below.
73.2% are above or equal to 12/1 close (2 days ago), 26.8% are below.
58.4% are above or equal to 11/30 close (3 days ago), 41.6% are below.
51.8% are above or equal to 11/29 close (4 days ago), 48.2% are below.
53.3% are above or equal to 11/28 close (5 days ago), 46.7% are below.
44.9% are above or equal to 11/25 close (6 days ago), 55.1% are below.
48.3% are above or equal to 11/23 close (7 days ago), 51.7% are below.
52.9% are above or equal to 11/22 close (8 days ago), 47.1% are below.
60.4% are above or equal to 11/21 close (9 days ago), 39.6% are below.
65.5% are above or equal to 11/18 close (10 days ago), 34.5% are below.
65.5% are above or equal to 11/17 close (11 days ago), 34.5% are below.
68.2% are above or equal to 11/16 close (12 days ago), 31.8% are below.
67.7% are above or equal to 11/15 close (13 days ago), 32.3% are below.
70.0% are above or equal to 11/14 close (14 days ago), 30.0% are below.
75.1% are above or equal to 11/11 close (15 days ago), 24.9% are below.
75.2% are above or equal to 11/10 close (16 days ago), 24.8% are below.
73.1% are above or equal to 11/9 close (17 days ago), 26.9% 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.
79.7% are above or equal to 11/4 close (20 days ago), 20.3% are below.
79.4% are above or equal to 11/3 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 3:06 pm ET)
20d: 19.1% new highs, 0.8% new lows
21d: 19.1% new highs, 0.8% new lows
42d: 17.1% new highs, 0.6% new lows
63d: 16.0% new highs, 0.6% new lows
126d: 14.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 3:06 pm ET)
2-day: 78.8% above, 21.2% below
3-day: 76.9% above, 23.1% below
4-day: 70.5% above, 29.5% below
5-day: 65.1% above, 34.9% below
8-day: 54.2% above, 45.8% below
10-day: 54.8% above, 45.2% below
20-day: 68.6% above, 31.4% below
50-day: 65.7% above, 34.3% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 3:06 pm ET)
META(30): 2.20% Top=CLF AKS CENX CMC FMSA X STLD CCJ ….. TAHO TCK SWC NEM AEM FNV AG CLD=Bottom (Metals & Mining)
ELEC(49): 1.79% Top=SPWR CSIQ FSLR OCLR AMBA NVDA QRVO TRMB ….. AMAT MRVL CGNX TXN DLB FTV FIT MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.41% Top=SPLK NOW SHOP WUBA FEYE CTXS SINA CRM ….. PTC SSNC NUAN ZEN SABR SYNT XRX BITA=Bottom (Computer Software/Internet)
COHW(35): 1.26% Top=SSYS WIN VG CIEN FNSR ACIA TDC HPQ ….. LVLT ZAYO VZ CDW AAPL ANET NTAP WDC=Bottom (Computer Hardware/Telecom)
CONS(51): 1.22% Top=PAY PVH FOSL BC NKE KATE COH LULU ….. BERY CCK CLX KMB SPB BLL GIL OI=Bottom (Consumer)
FINA(89): 1.19% Top=OMF YRD BAC SEIC HOMB LAZ OZRK UMPQ ….. PNC LM SBNY TROW CFG WETF APO KEY=Bottom (Banks/Financials)
ENER(89): 1.17% Top=CVI HFC RRC SWN PBF ATW RIG SPN ….. ETE CRZO SM REN CPE WPX PE LPI=Bottom (Energy)
RETA(61): 1.10% Top=ANF RH KORS BLDR AEO DKS URBN MELI ….. W KR KSS WMT TGT NFLX M TLRD=Bottom (Retail & Specialty Retail)
LEIS(35): 1.05% Top=SEAS EXPE CCL STAY HLT H ZOES RCL ….. SONC MGM PNRA WYNN DPZ SIX SHAK DNKN=Bottom (Leisure)
CHEM(26): 1.02% Top=AGU POT CC AXTA APD HUN CE OLN ….. IFF PAH WLK PX MON SHW DD SMG=Bottom (Chemicals/Fertilizers)
MATE(25): 0.93% Top=TOL DAR CAA MAS KBH TPH MDR WY ….. FLR PHM USG MLM PWR SRCL RSG WM=Bottom (Materials & Construction)
DISV(47): 0.93% Top=HRI RRD FLT MYGN MA AMN WOOF V ….. ALLE TAL YY MCO FDC CXW JEC SCI=Bottom (Diversified Services)
MANU(41): 0.81% Top=DDD ATI ZBRA RS MHK MFS PNR MRC ….. KMT BWXT ROK ROP GE ITT CAT FLS=Bottom (Manufacturing)
REAL(97): 0.78% Top=LHO RLJ RLGY NRZ HST MPW COR PEB ….. CPT EDR NNN ELS ACC MAA SNH GPT=Bottom (Real Estate)
TRAN(27): 0.60% Top=BRS TK WAB CHRW SWFT CNI CP EXPD ….. TRN AAL SAVE ODFL DAL LUV UAL ALK=Bottom (Transportation)
HEAL(50): 0.34% Top=NUVA OPK ACHC COO ALGN PRXL THC A ….. ELGX ANTM EW CNC IRWD WCG UNH AET=Bottom (Health)
INSU(33): 0.31% Top=MBI WLTW AGO CLGX BRO AFSI MTG RDN ….. TRV RGA ALL SLF CINF ORI PGR FAF=Bottom (Insurance)

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 3:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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