daytrend

12/06/2016

Filed under: Market Stats — daytrend @ 10:10 am

Market Stats at 10:09 am ET
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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

COMPARED TO YESTERDAY’S RANGE (20161206 10:09 am ET)
17.2% of stocks are above yesterday’s high.
55.7% are above yesterday’s midpoint. (44.3% are below.)
14.3% are below yesterday’s low.
68.4% are inside yesterday’s range.
43.1% of stocks with today’s high > yesterday’s high. (56.9% less than).
28.8% of stocks with today’s low < yesterday’s low. (71.2% greater than).

EVIDENCE OF INTRADAY TREND (20161206 10:09 am ET)
40.7% of stocks are above today’s open. (58.2% are below).
30.2% of stocks are above today’s open and yesterday’s close.
43.4% are below both.
17.2% of stocks opened above yesterday’s high.
56.4% of stocks opened above yesterday’s close. (39.1% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161206 10:09 am ET)
6.9% of stocks are in the top 10% of today’s range.
14.6% are in the top 20%.
43.0% are in the top half. 57.0% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20161206 10:09 am ET)
46.5% of stocks are above yesterday’s close. (53.5% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 0.8% are down 3.5% or more.
80.5% are between +1% and -1%.

RSI on DAILY (20161206 10:09 am ET)
2-day: >=95:3.4%…>=90:8.0%…>=80:21.8%…>=50:67.4%…<=20:7.6%…<=10:2.5%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:66.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:67.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 10:09 am ET)
17.2% above previous 1 highs, 14.3% below previous 1 lows
14.5% above previous 2 highs, 6.9% below previous 2 lows
10.8% above previous 3 highs, 5.5% below previous 3 lows
8.0% above previous 4 highs, 3.5% below previous 4 lows
6.9% above previous 5 highs, 2.3% below previous 5 lows
6.5% above previous 6 highs, 2.2% below previous 6 lows
6.1% above previous 7 highs, 2.1% below previous 7 lows
6.0% above previous 8 highs, 2.1% below previous 8 lows
6.0% above previous 9 highs, 2.1% below previous 9 lows
6.0% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 10:09 am ET)
46.5% are above or equal to 12/5 close (1 days ago), 53.5% are below.
76.8% are above or equal to 12/2 close (2 days ago), 23.2% are below.
71.1% are above or equal to 12/1 close (3 days ago), 28.9% are below.
58.2% are above or equal to 11/30 close (4 days ago), 41.8% are below.
51.1% are above or equal to 11/29 close (5 days ago), 48.9% are below.
52.1% are above or equal to 11/28 close (6 days ago), 47.9% are below.
45.0% are above or equal to 11/25 close (7 days ago), 55.0% are below.
49.4% are above or equal to 11/23 close (8 days ago), 50.6% are below.
52.7% are above or equal to 11/22 close (9 days ago), 47.3% are below.
60.6% are above or equal to 11/21 close (10 days ago), 39.4% are below.
65.7% are above or equal to 11/18 close (11 days ago), 34.3% are below.
66.2% are above or equal to 11/17 close (12 days ago), 33.8% are below.
68.7% are above or equal to 11/16 close (13 days ago), 31.3% are below.
68.4% are above or equal to 11/15 close (14 days ago), 31.6% are below.
71.4% are above or equal to 11/14 close (15 days ago), 28.6% are below.
75.3% are above or equal to 11/11 close (16 days ago), 24.7% are below.
75.3% are above or equal to 11/10 close (17 days ago), 24.7% are below.
73.4% are above or equal to 11/9 close (18 days ago), 26.6% are below.
72.1% are above or equal to 11/8 close (19 days ago), 27.9% are below.
73.1% are above or equal to 11/7 close (20 days ago), 26.9% are below.
80.5% are above or equal to 11/4 close (21 days ago), 19.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 10:09 am ET)
20d: 10.6% new highs, 1.0% new lows
21d: 10.6% new highs, 1.0% new lows
42d: 9.1% new highs, 0.5% new lows
63d: 8.1% new highs, 0.5% new lows
126d: 7.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 10:09 am ET)
2-day: 43.7% above, 56.3% below
3-day: 69.9% above, 30.1% below
4-day: 71.6% above, 28.4% below
5-day: 70.5% above, 29.5% below
8-day: 56.3% above, 43.7% below
10-day: 54.2% above, 45.8% below
20-day: 68.0% above, 32.0% below
50-day: 67.1% above, 32.9% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 10:09 am ET)
ELEC(49): 0.78% Top=AMD SIMO CRUS PI CAVM CY QRVO TER ….. AYI FTV TRMB OCLR FIT FSLR LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): 0.27% Top=TOL KBH CAA LEN PHM TPH DHI DAR ….. FLR PWR EXP MLM USG SUM FAST MDR=Bottom (Materials & Construction)
META(30): 0.09% Top=SLW CLD CDE CCJ AG TAHO FNV GG ….. SSRI FCX CENX SLCA AKS ARNC TECK CLF=Bottom (Metals & Mining)
INSU(33): 0.08% Top=CNO ORI WLTW AXS VR LNC RGA TRV ….. AFSI PRU AFL AIG MET MBI SLF FAF=Bottom (Insurance)
REAL(97): 0.06% Top=PGRE COR SLG BAM HCN OFC LHO SNH ….. ACC WRI EDR CUBE NRF CLNY MPW STWD=Bottom (Real Estate)
FINA(88): 0.00% Top=BKU BMO PVTB NYCB TCB ZION CIT CFR ….. OMF WETF COF SLM JNS NSAM NAVI ISBC=Bottom (Banks/Financials)
LEIS(35): -0.02% Top=WYNN STAY SONC LVS MGM BYD DPZ CCL ….. SEAS DRI QSR SHAK TXRH ZOES EAT CMG=Bottom (Leisure)
HEAL(49): -0.06% Top=OPK WCG VWR ABMD IRWD UHS MOH MD ….. A CNC BAX BDX NUVA ELGX RMD ISRG=Bottom (Health)
COHW(34): -0.08% Top=CCI WDC QCOM VZ ZAYO AAPL NTAP T ….. TDC ACIA LVLT S FNSR VG CTL PSTG=Bottom (Computer Hardware/Telecom)
COSW(82): -0.09% Top=TWLO EQIX ATVI PTC SHOP TWTR ADSK WUBA ….. MDSO CERN FEYE NTES MSCI SINA FTNT WB=Bottom (Computer Software/Internet)
DISV(47): -0.13% Top=CAR AMN ACM TAL CXW HRB RRD BAH ….. RHI WOOF ULTA FLT RBA MYGN ATHN YY=Bottom (Diversified Services)
CONS(51): -0.16% Top=SPB UA PAY ENR BC BLL BERY COH ….. GT WHR PVH KS PBI VFC TPX NKE=Bottom (Consumer)
TRAN(27): -0.21% Top=SAVE UAL DAL AAL NAT LUV CHRW TRN ….. CNI SWFT FDX TK CP KSU CSX BRS=Bottom (Transportation)
MANU(41): -0.21% Top=TTC ROP DCI DDD WWD HON DE RS ….. BWXT AOS ITT SWK EMR MRC ATI KMT=Bottom (Manufacturing)
RETA(61): -0.26% Top=KMX NFLX AN AMZN CVS PAG GME BABA ….. WSM DKS WFM URBN FINL TLRD BURL MIK=Bottom (Retail & Specialty Retail)
CHEM(26): -0.42% Top=GRA AXTA ASH MON RPM SHW OLN SMG ….. CE MOS CC FMC DD DOW CF WLK=Bottom (Chemicals/Fertilizers)
ENER(90): -0.75% Top=REN PBF ETE RIG RICE SN ATW RDC ….. RES EEP BBG WPZ CRC PAGP MTDR SGY=Bottom (Energy)

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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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