daytrend

12/07/2016

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 10:43 am ET
by daytrend on 20161207. 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 (20161207 10:43 am ET)
39.6% of stocks are above yesterday’s high.
76.1% are above yesterday’s midpoint. (23.9% are below.)
6.2% are below yesterday’s low.
54.2% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
17.1% of stocks with today’s low < yesterday’s low. (82.9% greater than).

EVIDENCE OF INTRADAY TREND (20161207 10:43 am ET)
61.7% of stocks are above today’s open. (36.6% are below).
55.7% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
17.1% of stocks opened above yesterday’s high.
52.0% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161207 10:43 am ET)
17.9% of stocks are in the top 10% of today’s range.
33.0% are in the top 20%.
62.4% are in the top half. 37.6% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN (20161207 10:43 am ET)
64.9% of stocks are above yesterday’s close. (35.1% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.6% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20161207 10:43 am ET)
2-day: >=95:14.0%…>=90:28.3%…>=80:46.6%…>=50:76.5%…<=20:6.5%…<=10:2.5%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.7%…>=80:7.4%…>=50:73.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:72.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161207 10:43 am ET)
39.6% above previous 1 highs, 6.2% below previous 1 lows
34.7% above previous 2 highs, 4.4% below previous 2 lows
33.0% above previous 3 highs, 3.1% below previous 3 lows
28.5% above previous 4 highs, 2.7% below previous 4 lows
25.5% above previous 5 highs, 2.2% below previous 5 lows
23.1% above previous 6 highs, 2.0% below previous 6 lows
21.8% above previous 7 highs, 1.8% below previous 7 lows
21.0% above previous 8 highs, 1.8% below previous 8 lows
20.8% above previous 9 highs, 1.8% below previous 9 lows
20.4% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161207 10:43 am ET)
64.9% are above or equal to 12/6 close (1 days ago), 35.1% are below.
72.7% are above or equal to 12/5 close (2 days ago), 27.3% are below.
82.8% are above or equal to 12/2 close (3 days ago), 17.2% are below.
81.4% are above or equal to 12/1 close (4 days ago), 18.6% are below.
68.1% are above or equal to 11/30 close (5 days ago), 31.9% are below.
63.0% are above or equal to 11/29 close (6 days ago), 37.0% are below.
64.0% are above or equal to 11/28 close (7 days ago), 36.0% are below.
57.0% are above or equal to 11/25 close (8 days ago), 43.0% are below.
60.1% are above or equal to 11/23 close (9 days ago), 39.9% are below.
61.5% are above or equal to 11/22 close (10 days ago), 38.5% are below.
66.8% are above or equal to 11/21 close (11 days ago), 33.2% are below.
72.2% are above or equal to 11/18 close (12 days ago), 27.8% are below.
71.5% are above or equal to 11/17 close (13 days ago), 28.5% are below.
74.2% are above or equal to 11/16 close (14 days ago), 25.8% are below.
73.9% are above or equal to 11/15 close (15 days ago), 26.1% are below.
77.4% are above or equal to 11/14 close (16 days ago), 22.6% are below.
79.0% are above or equal to 11/11 close (17 days ago), 21.0% are below.
78.7% are above or equal to 11/10 close (18 days ago), 21.3% are below.
76.7% are above or equal to 11/9 close (19 days ago), 23.3% are below.
75.1% are above or equal to 11/8 close (20 days ago), 24.9% are below.
75.8% are above or equal to 11/7 close (21 days ago), 24.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161207 10:43 am ET)
20d: 25.0% new highs, 1.4% new lows
21d: 24.7% new highs, 1.4% new lows
42d: 20.9% new highs, 1.2% new lows
63d: 18.9% new highs, 1.2% new lows
126d: 16.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161207 10:43 am ET)
2-day: 63.9% above, 36.1% below
3-day: 72.1% above, 27.9% below
4-day: 78.8% above, 21.2% below
5-day: 80.5% above, 19.5% below
8-day: 73.9% above, 26.1% below
10-day: 69.6% above, 30.4% below
20-day: 73.9% above, 26.1% below
50-day: 69.8% above, 30.2% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161207 10:43 am ET)
REAL(97): 1.03% Top=COR GPT STOR DLR VTR PLD DOC DFT ….. BAM CSGP CPT PPS GLPI ARE MGP ALLY=Bottom (Real Estate)
COHW(35): 0.75% Top=WDC S ARRS ACIA JNPR TMUS ANET T ….. NTAP STX VSAT ZAYO TDC PANW VRSN SSYS=Bottom (Computer Hardware/Telecom)
META(31): 0.67% Top=AG CCJ TAHO HL AKS CDE ABX X ….. SWC RGLD FNV AEM SLCA TECK FMSA FCX=Bottom (Metals & Mining)
MATE(25): 0.58% Top=WY MDR EME TPH OC FLR KBH PHM ….. RSG TOL WM SRCL EXP FAST USG SUM=Bottom (Materials & Construction)
CHEM(26): 0.55% Top=CF FMC GRA SMG MOS ALB ASH IFF ….. WLK CE MON AXTA SHW CC HUN OLN=Bottom (Chemicals/Fertilizers)
TRAN(27): 0.54% Top=BRS XPO JBLU NSC AAL GWR CSX UNP ….. ODFL TRN CHRW JBHT FDX NAT WAB TK=Bottom (Transportation)
ELEC(48): 0.53% Top=PI SPWR CSIQ MU CAVM TER KLAC LRCX ….. SIMO CY JBL CGNX CRUS AMBA SWKS WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(34): 0.52% Top=FNF PRU AFL MET RDN LNC CNO AFSI ….. CINF WLTW AGO TRV AXS AON HIG CLGX=Bottom (Insurance)
RETA(61): 0.41% Top=MELI KSS GME TLRD AEO JCP JWN BIG ….. TGT DKS DLTR RH GES GNC BURL MIK=Bottom (Retail & Specialty Retail)
LEIS(34): 0.30% Top=WEN STAY TXRH SONC JACK SBUX HLT QSR ….. SEAS ARMK MCD LVS GPRO WYNN DPZ SHAK=Bottom (Leisure)
FINA(90): 0.29% Top=WETF SLM BX DFS BOFI YRD PACW C ….. ARCC CMA JNS STI ZION CFR LAZ CFG=Bottom (Banks/Financials)
DISV(46): 0.27% Top=CXW HRB RBA URI YY MA SBAC TRU ….. WOOF ATHN VRSK AMN ULTA KBR TAL MYGN=Bottom (Diversified Services)
MANU(41): 0.21% Top=HON FLS CMI ATI AGCO RS WWD ZBRA ….. MIDD BWXT AOS TTC GE DHR XYL DDD=Bottom (Manufacturing)
COSW(82): 0.16% Top=XRX TWTR JD SYNT SQ FTNT BR CERN ….. ATHM ZEN FIS FFIV SHOP NUAN BITA MDSO=Bottom (Computer Software/Internet)
CONS(51): 0.12% Top=GPK GT LULU KS WRK TPX PVH EL ….. KMB FOSL ENR EPC NWL HBI MAT UA=Bottom (Consumer)
ENER(90): -0.30% Top=CVI MPC DK SGY GPOR HFC ATW TSO ….. CXO OXY REN RES SM MUR HLX BBG=Bottom (Energy)
HEAL(49): -0.87% Top=ABMD BKD COO VWR ALGN HLS WCG UNH ….. PRAH TMO OPK ABT ESRX ELGX IRWD DXCM=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 10:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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