daytrend

12/06/2016

Filed under: Market Stats — daytrend @ 11:43 am

Market Stats at 11:42 am ET
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161206 11:42 am ET)
20.2% of stocks are above yesterday’s high.
56.2% are above yesterday’s midpoint. (43.8% are below.)
15.0% are below yesterday’s low.
64.7% are inside yesterday’s range.
46.9% of stocks with today’s high > yesterday’s high. (53.1% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20161206 11:42 am ET)
44.2% of stocks are above today’s open. (54.5% are below).
34.7% of stocks are above today’s open and yesterday’s close.
42.3% 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 11:42 am ET)
10.3% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
20.6% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20161206 11:42 am ET)
48.2% of stocks are above yesterday’s close. (51.8% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.3% are up 3.5% or more. 1.3% are down 3.5% or more.
71.6% are between +1% and -1%.

RSI on DAILY (20161206 11:42 am ET)
2-day: >=95:5.2%…>=90:11.3%…>=80:27.3%…>=50:66.1%…<=20:8.1%…<=10:3.2%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.8%…>=50:66.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 11:42 am ET)
20.2% above previous 1 highs, 15.0% below previous 1 lows
17.2% above previous 2 highs, 6.2% below previous 2 lows
13.6% above previous 3 highs, 4.9% below previous 3 lows
10.6% above previous 4 highs, 3.6% below previous 4 lows
9.4% above previous 5 highs, 2.9% below previous 5 lows
9.0% above previous 6 highs, 2.8% below previous 6 lows
8.7% above previous 7 highs, 2.7% below previous 7 lows
8.7% above previous 8 highs, 2.4% below previous 8 lows
8.6% above previous 9 highs, 2.2% below previous 9 lows
8.6% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 11:42 am ET)
48.2% are above or equal to 12/5 close (1 days ago), 51.8% are below.
75.1% are above or equal to 12/2 close (2 days ago), 24.9% are below.
72.1% are above or equal to 12/1 close (3 days ago), 27.9% are below.
59.2% are above or equal to 11/30 close (4 days ago), 40.8% are below.
52.3% are above or equal to 11/29 close (5 days ago), 47.7% are below.
55.0% are above or equal to 11/28 close (6 days ago), 45.0% are below.
45.5% are above or equal to 11/25 close (7 days ago), 54.5% are below.
50.1% are above or equal to 11/23 close (8 days ago), 49.9% are below.
52.1% are above or equal to 11/22 close (9 days ago), 47.9% are below.
60.0% are above or equal to 11/21 close (10 days ago), 40.0% are below.
65.7% are above or equal to 11/18 close (11 days ago), 34.3% are below.
65.2% are above or equal to 11/17 close (12 days ago), 34.8% are below.
69.0% are above or equal to 11/16 close (13 days ago), 31.0% 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.
74.7% are above or equal to 11/11 close (16 days ago), 25.3% are below.
74.8% are above or equal to 11/10 close (17 days ago), 25.2% are below.
72.6% are above or equal to 11/9 close (18 days ago), 27.4% are below.
71.8% are above or equal to 11/8 close (19 days ago), 28.2% are below.
72.8% are above or equal to 11/7 close (20 days ago), 27.2% are below.
79.7% are above or equal to 11/4 close (21 days ago), 20.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 11:42 am ET)
20d: 12.8% new highs, 1.8% new lows
21d: 12.8% new highs, 1.8% new lows
42d: 11.3% new highs, 1.3% new lows
63d: 9.8% new highs, 1.3% new lows
126d: 8.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 11:42 am ET)
2-day: 46.7% above, 53.3% below
3-day: 67.7% above, 32.3% below
4-day: 71.0% above, 29.0% below
5-day: 69.1% above, 30.9% below
8-day: 58.7% above, 41.3% below
10-day: 56.1% above, 43.9% below
20-day: 66.1% above, 33.9% below
50-day: 66.2% above, 33.8% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 11:42 am ET)
MATE(25): 0.49% Top=TOL CAA KBH LEN PHM TPH DHI DAR ….. FLR MAS WY MLM EXP SUM FAST USG=Bottom (Materials & Construction)
ELEC(49): 0.40% Top=AMD CAVM CRUS TER PI CY SIMO IDTI ….. AVGO AMKR AMAT FIT OCLR FSLR LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(97): 0.39% Top=PGRE CBG BXP RLGY SNH VNO SLG LHO ….. BXMT CSAL EDR CPT MPW NRF CLNY STWD=Bottom (Real Estate)
FINA(88): 0.37% Top=BMO BKU ZION CIT NYCB BOFI PVTB STI ….. NAVI HOMB RJF SEIC EFX SLM ISBC NSAM=Bottom (Banks/Financials)
INSU(33): 0.28% Top=FNF AGO LNC ORI CNO RGA WLTW L ….. AFL RDN MBI MMC AIG SLF CLGX MTG=Bottom (Insurance)
MANU(41): -0.04% Top=TTC TEX AGCO DCI DE AME FLS CFX ….. MFS BWXT SWK ZBRA MRC ATI KMT RS=Bottom (Manufacturing)
HEAL(49): -0.05% Top=OPK PRXL VWR WCG ABMD TMO ZBH UHS ….. AET VAR IRWD CNC TFX RMD ISRG ELGX=Bottom (Health)
TRAN(27): -0.13% Top=SAVE UAL DAL AAL JBLU LUV TRN ALK ….. CP NAT FDX BRS GWR SWFT CSX KSU=Bottom (Transportation)
LEIS(35): -0.16% Top=WYNN SONC CCL MGM WEN SIX LVS WYN ….. DNKN DRI SEAS EAT ZOES TXRH SHAK CMG=Bottom (Leisure)
CONS(51): -0.17% Top=SPB ENR OI BERY UA BLL CCK PAY ….. MAT VFC FOSL KS ECL PVH NKE TPX=Bottom (Consumer)
RETA(61): -0.21% Top=NFLX KMX KSS AN BIG CVS GME SPLS ….. SFM TLRD FINL WFM BID ASNA BURL MIK=Bottom (Retail & Specialty Retail)
DISV(47): -0.22% Top=ACM CXW CAR JEC AMN HRI HRB BAH ….. MYGN TAL EEFT FDC FLT ULTA ATHN YY=Bottom (Diversified Services)
CHEM(26): -0.26% Top=AXTA PAH MON POT CE AGU EMN GRA ….. DD MOS DOW SMG FMC CC WLK CF=Bottom (Chemicals/Fertilizers)
COHW(34): -0.27% Top=T VZ CCI WDC ZAYO NTAP QCOM AAPL ….. VSAT CTL JNPR BBRY ACIA FNSR PSTG VG=Bottom (Computer Hardware/Telecom)
ENER(90): -0.33% Top=ATW ETE ETP PBF SXL PDCE SEP COP ….. EEP ECA CRC PTEN WPZ RES MTDR SGY=Bottom (Energy)
COSW(82): -0.69% Top=TWLO EQIX TTD ATVI JD ATHM WUBA SQ ….. WDAY BITA MSCI VIPS NUAN NTES SINA WB=Bottom (Computer Software/Internet)
META(30): -1.03% Top=FMSA CCJ SLW TAHO CLD GG STLD SLCA ….. SSRI RGLD PAAS SWC TECK AKS HL CLF=Bottom (Metals & Mining)

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 11:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: