daytrend

12/07/2016

Filed under: Market Stats — daytrend @ 2:41 pm

Market Stats at 2:41 pm 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 2:41 pm ET)
64.7% of stocks are above yesterday’s high.
85.8% are above yesterday’s midpoint. (14.2% are below.)
4.3% are below yesterday’s low.
31.0% are inside yesterday’s range.
78.7% of stocks with today’s high > yesterday’s high. (21.3% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20161207 2:41 pm ET)
80.2% of stocks are above today’s open. (18.8% are below).
75.8% of stocks are above today’s open and yesterday’s close.
14.8% 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 2:41 pm ET)
31.8% of stocks are in the top 10% of today’s range.
54.9% are in the top 20%.
82.2% are in the top half. 17.8% of stocks are in the bottom half of today’s range.
7.3% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20161207 2:41 pm ET)
81.1% of stocks are above yesterday’s close. (18.9% are below.)
2.9% are up 4.5% or more. 0.5% are down 4.5% or more.
6.3% are up 3.5% or more. 0.8% are down 3.5% or more.
39.0% are between +1% and -1%.

RSI on DAILY (20161207 2:41 pm ET)
2-day: >=95:23.3%…>=90:43.3%…>=80:64.5%…>=50:84.9%…<=20:3.6%…<=10:1.5%…<=5:0.6%…
9-day: >=95:0.1%…>=90:0.7%…>=80:10.6%…>=50:81.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:4.7%…>=50:78.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161207 2:41 pm ET)
64.7% above previous 1 highs, 4.3% below previous 1 lows
59.1% above previous 2 highs, 2.9% below previous 2 lows
56.5% above previous 3 highs, 2.0% below previous 3 lows
48.8% above previous 4 highs, 1.8% below previous 4 lows
41.1% above previous 5 highs, 1.6% below previous 5 lows
36.7% above previous 6 highs, 1.2% below previous 6 lows
34.8% above previous 7 highs, 1.2% below previous 7 lows
33.9% above previous 8 highs, 1.2% below previous 8 lows
33.7% above previous 9 highs, 1.2% below previous 9 lows
32.9% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161207 2:41 pm ET)
81.1% are above or equal to 12/6 close (1 days ago), 18.9% are below.
83.0% are above or equal to 12/5 close (2 days ago), 17.0% are below.
87.9% are above or equal to 12/2 close (3 days ago), 12.1% are below.
86.3% are above or equal to 12/1 close (4 days ago), 13.7% are below.
76.8% are above or equal to 11/30 close (5 days ago), 23.2% are below.
70.4% are above or equal to 11/29 close (6 days ago), 29.6% are below.
71.4% are above or equal to 11/28 close (7 days ago), 28.6% are below.
64.2% are above or equal to 11/25 close (8 days ago), 35.8% are below.
68.3% are above or equal to 11/23 close (9 days ago), 31.7% are below.
69.1% are above or equal to 11/22 close (10 days ago), 30.9% are below.
72.9% are above or equal to 11/21 close (11 days ago), 27.1% are below.
77.7% are above or equal to 11/18 close (12 days ago), 22.3% are below.
77.2% are above or equal to 11/17 close (13 days ago), 22.8% are below.
79.8% are above or equal to 11/16 close (14 days ago), 20.2% are below.
79.9% are above or equal to 11/15 close (15 days ago), 20.1% are below.
81.4% are above or equal to 11/14 close (16 days ago), 18.6% are below.
82.9% are above or equal to 11/11 close (17 days ago), 17.1% are below.
82.1% are above or equal to 11/10 close (18 days ago), 17.9% are below.
78.4% are above or equal to 11/9 close (19 days ago), 21.6% are below.
77.3% are above or equal to 11/8 close (20 days ago), 22.7% are below.
78.1% are above or equal to 11/7 close (21 days ago), 21.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161207 2:41 pm ET)
20d: 35.9% new highs, 1.5% new lows
21d: 35.3% new highs, 1.5% new lows
42d: 31.3% new highs, 1.2% new lows
63d: 27.5% new highs, 1.2% new lows
126d: 23.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161207 2:41 pm ET)
2-day: 79.8% above, 20.2% below
3-day: 82.8% above, 17.2% below
4-day: 86.3% above, 13.7% below
5-day: 87.5% above, 12.5% below
8-day: 82.6% above, 17.4% below
10-day: 79.5% above, 20.5% below
20-day: 80.4% above, 19.6% below
50-day: 72.5% above, 27.5% below
200-day: 71.2% above, 28.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161207 2:41 pm ET)
ELEC(48): 2.33% Top=PI SPWR CSIQ MU FSLR CAVM ON TRMB ….. KEYS SIMO GRMN FTV CGNX JBL AMBA WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 2.19% Top=AAL XPO JBLU LUV DAL NAT SWFT KSU ….. CP JBHT EXPD FDX UPS CHRW WAB TK=Bottom (Transportation)
MATE(25): 1.65% Top=TPH MDR CAA PHM EME WY KBH MAS ….. VMC FLR RSG DAR SRCL WM SUM WCN=Bottom (Materials & Construction)
COHW(35): 1.64% Top=WDC S ANET TMUS ARRS ACIA HPQ JNPR ….. NTAP VIAV HRS VRSN PSTG VSAT PANW SSYS=Bottom (Computer Hardware/Telecom)
RETA(61): 1.61% Top=KSS MELI LOW JWN GPS ASNA TLRD GME ….. W NFLX DLTR SBH GNC DSW BURL MIK=Bottom (Retail & Specialty Retail)
REAL(97): 1.58% Top=COR CBL CONE VTR PEB DFT DLR PLD ….. STWD GLPI MAA ARE NRZ PPS AMH MGP=Bottom (Real Estate)
LEIS(34): 1.31% Top=WEN ZOES TXRH BYD LQ QSR SBUX RCL ….. MCD RRR LVS CMG EXPE WYNN DPZ GPRO=Bottom (Leisure)
CHEM(26): 1.25% Top=CF PX ALB SMG FMC ASH MOS IFF ….. CE SHW WLK HUN CC AXTA MON OLN=Bottom (Chemicals/Fertilizers)
FINA(90): 1.17% Top=BX WETF SLM WDR DFS APO BOFI AXP ….. EWBC CFG FHN ACAS UMPQ CFR ARCC LAZ=Bottom (Banks/Financials)
MANU(41): 1.13% Top=HON CFX CMI FLS EMR AME IR TEX ….. ROP MWA TTC BWXT CLC DHR XYL DDD=Bottom (Manufacturing)
DISV(46): 1.10% Top=RBA MA HRB V R PAYX EEFT RRD ….. LDOS VRSK JEC ATHN KBR BAH TAL MYGN=Bottom (Diversified Services)
COSW(82): 1.05% Top=TWTR SQ JD ADSK MTCH FEYE EQIX IBM ….. MANH ATHM WDAY TRIP SHOP TWLO NUAN BITA=Bottom (Computer Software/Internet)
META(31): 0.93% Top=X AKS CCJ CLF AG HL CDE ABX ….. SLW AEM SWC FMSA FNV RGLD TECK FCX=Bottom (Metals & Mining)
CONS(51): 0.85% Top=GT LULU GPK TPX PVH KS WHR NKE ….. CRI KMB COTY PAY EPC ENR HBI UA=Bottom (Consumer)
INSU(34): 0.75% Top=FNF AON MET CNO AFSI PRU RGA AIZ ….. MTG AGO BRO FAF VR AXS HIG CLGX=Bottom (Insurance)
HEAL(49): 0.20% Top=ABMD HCA PRXL UNH HLS ALGN STE WCG ….. ESRX VWR TMO BSX OPK ELGX DXCM IRWD=Bottom (Health)
ENER(90): -0.12% Top=CVI DK MPC HFC PBF TSO VLO MMP ….. LPI RSPP NBR OXY REN HLX SM BBG=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 2:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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