daytrend

12/08/2016

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 10:08 am ET
by daytrend on 20161208. 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 (20161208 10:08 am ET)
35.3% of stocks are above yesterday’s high.
81.6% are above yesterday’s midpoint. (18.4% are below.)
3.8% are below yesterday’s low.
60.9% are inside yesterday’s range.
63.5% of stocks with today’s high > yesterday’s high. (36.5% less than).
8.8% of stocks with today’s low < yesterday’s low. (91.2% greater than).

EVIDENCE OF INTRADAY TREND (20161208 10:08 am ET)
49.1% of stocks are above today’s open. (48.8% are below).
42.0% of stocks are above today’s open and yesterday’s close.
35.5% are below both.
28.4% of stocks opened above yesterday’s high.
61.3% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161208 10:08 am ET)
13.3% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
47.2% are in the top half. 52.8% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN (20161208 10:08 am ET)
57.2% of stocks are above yesterday’s close. (42.8% are below.)
1.2% are up 4.5% or more. 0.2% are down 4.5% or more.
1.6% are up 3.5% or more. 0.3% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY (20161208 10:08 am ET)
2-day: >=95:23.1%…>=90:37.0%…>=80:54.2%…>=50:83.7%…<=20:4.3%…<=10:1.6%…<=5:0.8%…
9-day: >=95:0.1%…>=90:0.9%…>=80:12.4%…>=50:82.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:5.9%…>=50:79.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161208 10:08 am ET)
35.3% above previous 1 highs, 3.8% below previous 1 lows
33.1% above previous 2 highs, 2.2% below previous 2 lows
31.3% above previous 3 highs, 1.7% below previous 3 lows
30.3% above previous 4 highs, 1.3% below previous 4 lows
27.1% above previous 5 highs, 1.2% below previous 5 lows
23.4% above previous 6 highs, 0.9% below previous 6 lows
22.4% above previous 7 highs, 0.9% below previous 7 lows
21.8% above previous 8 highs, 0.9% below previous 8 lows
21.2% above previous 9 highs, 0.9% below previous 9 lows
21.0% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161208 10:08 am ET)
57.2% are above or equal to 12/7 close (1 days ago), 42.8% are below.
83.1% are above or equal to 12/6 close (2 days ago), 16.9% are below.
84.6% are above or equal to 12/5 close (3 days ago), 15.4% are below.
88.5% are above or equal to 12/2 close (4 days ago), 11.5% are below.
87.3% are above or equal to 12/1 close (5 days ago), 12.7% are below.
79.2% are above or equal to 11/30 close (6 days ago), 20.8% are below.
72.4% are above or equal to 11/29 close (7 days ago), 27.6% are below.
74.9% are above or equal to 11/28 close (8 days ago), 25.1% are below.
69.2% are above or equal to 11/25 close (9 days ago), 30.8% are below.
71.5% are above or equal to 11/23 close (10 days ago), 28.5% are below.
72.4% are above or equal to 11/22 close (11 days ago), 27.6% are below.
74.8% are above or equal to 11/21 close (12 days ago), 25.2% are below.
80.0% are above or equal to 11/18 close (13 days ago), 20.0% are below.
80.1% are above or equal to 11/17 close (14 days ago), 19.9% are below.
80.7% are above or equal to 11/16 close (15 days ago), 19.3% are below.
80.8% are above or equal to 11/15 close (16 days ago), 19.2% are below.
82.0% are above or equal to 11/14 close (17 days ago), 18.0% are below.
83.3% are above or equal to 11/11 close (18 days ago), 16.7% are below.
82.8% are above or equal to 11/10 close (19 days ago), 17.2% are below.
79.9% are above or equal to 11/9 close (20 days ago), 20.1% are below.
78.8% are above or equal to 11/8 close (21 days ago), 21.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161208 10:08 am ET)
20d: 34.3% new highs, 0.8% new lows
21d: 33.8% new highs, 0.7% new lows
42d: 29.9% new highs, 0.5% new lows
63d: 27.6% new highs, 0.5% new lows
126d: 24.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161208 10:08 am ET)
2-day: 56.2% above, 43.8% below
3-day: 80.5% above, 19.5% below
4-day: 82.6% above, 17.4% below
5-day: 86.4% above, 13.6% below
8-day: 85.9% above, 14.1% below
10-day: 83.4% above, 16.6% below
20-day: 82.1% above, 17.9% below
50-day: 74.1% above, 25.9% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161208 10:08 am ET)
RETA(61): 1.13% Top=TLRD COST EBAY BLDR KORS AEO ANF ASNA ….. CVS DLTR RH ORLY GME MELI CASY LOW=Bottom (Retail & Specialty Retail)
COHW(36): 0.69% Top=CIEN JNPR FNSR ACIA VIAV SSYS TDC VRSN ….. MSI VZ PSTG ANET HRS WDC S STX=Bottom (Computer Hardware/Telecom)
CONS(51): 0.67% Top=LULU KATE UAA FOSL COTY CCK HBI BERY ….. CLX VFC KMB NWL PAY EPC WHR CHD=Bottom (Consumer)
MATE(25): 0.63% Top=FLR PHM CAA USG TOL LEN OC MDR ….. PWR MAS FAST SUM WCN EXP VMC EME=Bottom (Materials & Construction)
ENER(90): 0.59% Top=CVI PBF SGY CRC DK LPI RSPP CPE ….. PAA NBR SM VVV CLR FTI WMB HLX=Bottom (Energy)
CHEM(26): 0.58% Top=SMG CF PAH CE ALB MOS CC POT ….. ASH RPM EMN GRA IFF WLK OLN SHW=Bottom (Chemicals/Fertilizers)
ELEC(49): 0.41% Top=AMD OCLR GLW TER MXL QRVO CAVM IDTI ….. WAT AMBA FSLR FTV CSIQ FIT SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(91): 0.38% Top=BOFI KKR BMO BX YRD OZRK FRC BEN ….. NDAQ VOYA NSAM WFC UMBF NTRS LAZ NAVI=Bottom (Banks/Financials)
INSU(34): 0.25% Top=CNO AIZ RDN MTG LNC UNM AFSI TRV ….. CLGX ALL CINF AJG MMC FNF AON WLTW=Bottom (Insurance)
META(31): 0.13% Top=AKS CCJ CLF STLD NUE X SCCO ARNC ….. PAAS CENX SSRI CNX CDE TECK AG CLD=Bottom (Metals & Mining)
COSW(82): 0.12% Top=FFIV NCR PTC MTCH NUAN ADSK XRX YHOO ….. SQ MDSO TEAM ATHM GRUB COUP BITA YELP=Bottom (Computer Software/Internet)
HEAL(49): 0.10% Top=EW ACHC UHS DVA PRXL DGX BKD TFX ….. ELGX IRWD HCA ABMD ABT VWR OPK ESRX=Bottom (Health)
REAL(95): -0.00% Top=DFT RLGY DLR COR VER MAA SC MFA ….. SHO SLG HST KRG SRC SPG DRH CBL=Bottom (Real Estate)
DISV(44): -0.05% Top=YY ACM BAH JEC KBR FDC G ULTA ….. CTAS CAR WOOF CXW R RBA ATHN HRB=Bottom (Diversified Services)
LEIS(34): -0.08% Top=SHAK BYD SEAS RRR LQ RCL SBUX DNKN ….. STAY BLMN WYNN LVS GPRO DPZ DRI EAT=Bottom (Leisure)
MANU(40): -0.27% Top=TTC DDD AGCO RS MHK DE IR DHR ….. FLS DOV ROK CMI ITW CFX LECO KMT=Bottom (Manufacturing)
TRAN(28): -0.49% Top=NAT BRS CHRW JBHT UPS LUV EXPD CNI ….. UNP UAL XPO WAB FDX AAL TRN YRCW=Bottom (Transportation)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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