daytrend

12/06/2016

Filed under: Market Stats — daytrend @ 2:00 pm

Market Stats at 1:59 pm ET
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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

COMPARED TO YESTERDAY’S RANGE (20161206 1:59 pm ET)
33.0% of stocks are above yesterday’s high.
67.4% are above yesterday’s midpoint. (32.6% are below.)
9.5% are below yesterday’s low.
57.5% are inside yesterday’s range.
55.0% of stocks with today’s high > yesterday’s high. (45.0% less than).
36.8% of stocks with today’s low < yesterday’s low. (63.2% greater than).

EVIDENCE OF INTRADAY TREND (20161206 1:59 pm ET)
60.7% of stocks are above today’s open. (37.6% are below).
53.8% of stocks are above today’s open and yesterday’s close.
28.3% 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).
9.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161206 1:59 pm ET)
23.6% of stocks are in the top 10% of today’s range.
39.3% are in the top 20%.
70.0% are in the top half. 30.0% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20161206 1:59 pm ET)
64.8% of stocks are above yesterday’s close. (35.2% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.6% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY (20161206 1:59 pm ET)
2-day: >=95:8.8%…>=90:18.5%…>=80:39.3%…>=50:74.4%…<=20:5.4%…<=10:2.0%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.5%…>=80:5.3%…>=50:70.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:69.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 1:59 pm ET)
33.0% above previous 1 highs, 9.5% below previous 1 lows
30.4% above previous 2 highs, 4.2% below previous 2 lows
25.2% above previous 3 highs, 3.0% below previous 3 lows
19.9% above previous 4 highs, 1.8% below previous 4 lows
17.0% above previous 5 highs, 1.5% below previous 5 lows
15.6% above previous 6 highs, 1.5% below previous 6 lows
15.0% above previous 7 highs, 1.4% below previous 7 lows
14.9% above previous 8 highs, 1.2% below previous 8 lows
14.3% above previous 9 highs, 1.2% below previous 9 lows
14.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 1:59 pm ET)
64.8% are above or equal to 12/5 close (1 days ago), 35.2% are below.
80.6% are above or equal to 12/2 close (2 days ago), 19.4% are below.
78.1% are above or equal to 12/1 close (3 days ago), 21.9% are below.
64.1% are above or equal to 11/30 close (4 days ago), 35.9% are below.
56.6% are above or equal to 11/29 close (5 days ago), 43.4% are below.
58.1% are above or equal to 11/28 close (6 days ago), 41.9% are below.
51.3% are above or equal to 11/25 close (7 days ago), 48.7% are below.
54.6% are above or equal to 11/23 close (8 days ago), 45.4% are below.
56.2% are above or equal to 11/22 close (9 days ago), 43.8% are below.
64.5% are above or equal to 11/21 close (10 days ago), 35.5% are below.
68.7% are above or equal to 11/18 close (11 days ago), 31.3% are below.
68.5% are above or equal to 11/17 close (12 days ago), 31.5% are below.
70.9% are above or equal to 11/16 close (13 days ago), 29.1% are below.
70.4% are above or equal to 11/15 close (14 days ago), 29.6% are below.
73.9% are above or equal to 11/14 close (15 days ago), 26.1% are below.
76.1% are above or equal to 11/11 close (16 days ago), 23.9% are below.
76.6% are above or equal to 11/10 close (17 days ago), 23.4% are below.
73.6% are above or equal to 11/9 close (18 days ago), 26.4% are below.
73.3% are above or equal to 11/8 close (19 days ago), 26.7% are below.
74.1% are above or equal to 11/7 close (20 days ago), 25.9% are below.
80.9% are above or equal to 11/4 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 1:59 pm ET)
20d: 16.7% new highs, 1.8% new lows
21d: 16.7% new highs, 1.8% new lows
42d: 14.5% new highs, 1.3% new lows
63d: 13.2% new highs, 1.3% new lows
126d: 11.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 1:59 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 76.4% above, 23.6% below
4-day: 78.2% above, 21.8% below
5-day: 75.6% above, 24.4% below
8-day: 63.7% above, 36.3% below
10-day: 61.3% above, 38.7% below
20-day: 69.4% above, 30.6% below
50-day: 67.9% above, 32.1% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 1:59 pm ET)
ELEC(49): 1.12% Top=AMD CAVM PI TER IDTI CY CRUS WAT ….. AMKR AVGO GRMN OCLR FSLR FIT LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): 1.09% Top=TOL KBH CAA TPH LEN PHM DHI OC ….. SUM RSG FLR EXP WY MAS USG FAST=Bottom (Materials & Construction)
FINA(88): 0.76% Top=OMF BOFI WU ZION PVTB BMO TCB BKU ….. PYPL BEN RJF BLK ISBC EFX NSAM YRD=Bottom (Banks/Financials)
HEAL(49): 0.74% Top=OPK BKD PRXL ABMD ZBH TMO MD VWR ….. RMD BCR VAR TFX CNC ACHC ISRG ELGX=Bottom (Health)
INSU(33): 0.71% Top=FNF AGO CNO LNC MTG ORI WLTW L ….. MET MMC AIG UNM CINF AFL SLF CLGX=Bottom (Insurance)
RETA(61): 0.59% Top=BIG NFLX AN KMX GNC RH KSS W ….. TSCO DLTR COST MIK BID WFM BABA BURL=Bottom (Retail & Specialty Retail)
LEIS(35): 0.58% Top=SONC WYNN MGM CCL LVS BLMN SIX BYD ….. SHAK MCD QSR RRR TXRH ZOES EAT CMG=Bottom (Leisure)
REAL(97): 0.52% Top=CBG PGRE LHO DRH RLGY HPT CUZ CSGP ….. MPW CPT MGP STOR DFT NRF CLNY STWD=Bottom (Real Estate)
MANU(41): 0.47% Top=TEX TTC DCI AGCO AME DE CFX DDD ….. PNR MFS DOV ZBRA EMR SWK KMT RS=Bottom (Manufacturing)
TRAN(27): 0.40% Top=UAL SAVE DAL TK AAL ALK TRN LUV ….. BRS SWFT WAB CP FDX CSX GWR KSU=Bottom (Transportation)
CHEM(26): 0.35% Top=PAH AXTA GRA HUN OLN EMN MON RPM ….. ALB SMG PX DOW DD CC FMC WLK=Bottom (Chemicals/Fertilizers)
ENER(91): 0.22% Top=ATW EPE PBF ETE NFX PDCE GPOR RDC ….. RICE NBR HP WPZ RES PTEN MTDR SGY=Bottom (Energy)
DISV(47): 0.20% Top=ACM CXW HRB CAR RHI MAN AMN LDOS ….. TAL RBA MA FLT FDC ULTA YY ATHN=Bottom (Diversified Services)
CONS(51): 0.18% Top=OI SPB ENR BERY PAY COTY UA LULU ….. PKG GT FOSL MAT ECL KS TPX NKE=Bottom (Consumer)
COHW(34): 0.12% Top=WDC T MSI VZ CDW COMM NTAP ANET ….. JNPR CSCO S BBRY CTL FNSR PSTG VG=Bottom (Computer Hardware/Telecom)
COSW(82): -0.20% Top=TWLO TTD ADSK NCR EQIX SQ ORCL ATHM ….. CTXS CERN VIPS NTES BITA NUAN SINA WB=Bottom (Computer Software/Internet)
META(30): -0.73% Top=CCJ CLD STLD SLW SLCA CMC SCCO FCX ….. AKS TECK CDE RGLD SSRI PAAS CLF HL=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 1:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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