daytrend

12/08/2016

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 10:41 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 10:41 am ET)
40.8% of stocks are above yesterday’s high.
84.2% are above yesterday’s midpoint. (15.8% are below.)
3.0% are below yesterday’s low.
56.2% are inside yesterday’s range.
68.0% of stocks with today’s high > yesterday’s high. (32.0% less than).
9.8% of stocks with today’s low < yesterday’s low. (90.2% greater than).

EVIDENCE OF INTRADAY TREND (20161208 10:41 am ET)
56.4% of stocks are above today’s open. (41.8% are below).
49.7% of stocks are above today’s open and yesterday’s close.
30.3% 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 10:41 am ET)
16.4% of stocks are in the top 10% of today’s range.
27.9% are in the top 20%.
60.0% are in the top half. 40.0% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20161208 10:41 am ET)
62.9% of stocks are above yesterday’s close. (37.1% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
2.3% are up 3.5% or more. 0.3% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY (20161208 10:41 am ET)
2-day: >=95:24.9%…>=90:40.4%…>=80:58.9%…>=50:86.0%…<=20:3.7%…<=10:1.3%…<=5:0.2%…
9-day: >=95:0.1%…>=90:1.2%…>=80:13.9%…>=50:83.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:6.0%…>=50:80.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161208 10:41 am ET)
40.8% above previous 1 highs, 3.0% below previous 1 lows
38.3% above previous 2 highs, 1.5% below previous 2 lows
35.9% above previous 3 highs, 1.0% below previous 3 lows
35.5% above previous 4 highs, 0.6% below previous 4 lows
31.3% above previous 5 highs, 0.5% below previous 5 lows
26.9% above previous 6 highs, 0.3% below previous 6 lows
24.6% above previous 7 highs, 0.3% below previous 7 lows
23.7% above previous 8 highs, 0.3% below previous 8 lows
23.2% above previous 9 highs, 0.3% below previous 9 lows
22.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161208 10:41 am ET)
62.9% are above or equal to 12/7 close (1 days ago), 37.1% are below.
85.1% are above or equal to 12/6 close (2 days ago), 14.9% are below.
85.6% are above or equal to 12/5 close (3 days ago), 14.4% are below.
89.1% are above or equal to 12/2 close (4 days ago), 10.9% are below.
88.8% are above or equal to 12/1 close (5 days ago), 11.2% are below.
80.3% are above or equal to 11/30 close (6 days ago), 19.7% are below.
74.0% are above or equal to 11/29 close (7 days ago), 26.0% are below.
75.3% are above or equal to 11/28 close (8 days ago), 24.7% are below.
70.0% are above or equal to 11/25 close (9 days ago), 30.0% are below.
71.8% are above or equal to 11/23 close (10 days ago), 28.2% are below.
73.1% are above or equal to 11/22 close (11 days ago), 26.9% are below.
75.9% are above or equal to 11/21 close (12 days ago), 24.1% are below.
81.4% are above or equal to 11/18 close (13 days ago), 18.6% are below.
80.4% are above or equal to 11/17 close (14 days ago), 19.6% are below.
81.5% are above or equal to 11/16 close (15 days ago), 18.5% are below.
81.6% are above or equal to 11/15 close (16 days ago), 18.4% are below.
83.0% are above or equal to 11/14 close (17 days ago), 17.0% are below.
84.5% are above or equal to 11/11 close (18 days ago), 15.5% are below.
83.7% are above or equal to 11/10 close (19 days ago), 16.3% are below.
80.0% are above or equal to 11/9 close (20 days ago), 20.0% are below.
79.4% are above or equal to 11/8 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161208 10:41 am ET)
20d: 35.9% new highs, 0.8% new lows
21d: 35.3% new highs, 0.7% new lows
42d: 31.2% new highs, 0.5% new lows
63d: 28.9% new highs, 0.5% new lows
126d: 25.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161208 10:41 am ET)
2-day: 61.9% above, 38.1% below
3-day: 83.5% above, 16.5% below
4-day: 84.5% above, 15.5% below
5-day: 87.5% above, 12.5% below
8-day: 87.8% above, 12.2% below
10-day: 84.1% above, 15.9% below
20-day: 83.3% above, 16.7% below
50-day: 74.1% above, 25.9% below
200-day: 72.7% above, 27.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161208 10:41 am ET)
RETA(61): 1.40% Top=TLRD COST ASNA BLDR KORS EBAY BID AEO ….. GME DLTR AAP DKS MELI LOW ORLY CASY=Bottom (Retail & Specialty Retail)
MATE(25): 0.83% Top=FLR PHM TPH DHI USG KBH CAA TOL ….. WY FAST WCN DAR EME EXP SUM VMC=Bottom (Materials & Construction)
COHW(36): 0.75% Top=CIEN JNPR FNSR SSYS TDC VRSN ACIA BBRY ….. LVLT ARRS MSI S HRS ANET STX WDC=Bottom (Computer Hardware/Telecom)
FINA(91): 0.74% Top=YRD BOFI KKR BX BMO FRC HBAN BEN ….. NTRS PSEC CFG PFG NSAM WFC LAZ NAVI=Bottom (Banks/Financials)
ENER(90): 0.68% Top=CVI PBF ATW SGY EPE LPI DK CRC ….. EGN COP WPZ FTI CLR WMB SM HLX=Bottom (Energy)
CONS(51): 0.67% Top=LULU KATE UAA FOSL HBI CCK WWW COTY ….. VFC NWL KMB CLX WHR PVH EPC CHD=Bottom (Consumer)
CHEM(26): 0.63% Top=SMG ALB PAH CC CE CF AGU PPG ….. IFF AXTA MOS ASH PX APD GRA SHW=Bottom (Chemicals/Fertilizers)
ELEC(49): 0.61% Top=AMD OCLR CGNX GLW QRVO TER MXL CAVM ….. MU NVDA CSIQ FTV AMBA SPWR FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): 0.56% Top=EW ACHC UHS DVA BKD HLS PRAH DGX ….. ABMD AET HCA ABT COO OPK ESRX VWR=Bottom (Health)
INSU(34): 0.53% Top=MTG CNO RDN AIZ AFSI UNM HIG MET ….. CLGX BRO CINF ALL AJG FNF AON WLTW=Bottom (Insurance)
COSW(82): 0.30% Top=ADSK NUAN ZEN TWLO FFIV COUP NTNX PTC ….. TWTR MSCI GRUB BIDU MDSO ATHM SQ BITA=Bottom (Computer Software/Internet)
LEIS(34): 0.19% Top=SHAK BYD LQ ZOES RRR SEAS RCL SONC ….. SIX GPRO BLMN HLT LVS WYNN DRI DPZ=Bottom (Leisure)
DISV(44): 0.10% Top=YY ACM KBR JEC TAL SBAC AMN G ….. CXW ATHN CAR R SERV RBA URI HRB=Bottom (Diversified Services)
REAL(95): 0.06% Top=DFT COR RLGY VER SC MPW DLR AMT ….. AGNC MAC NLY WPG SRC SLG O CBL=Bottom (Real Estate)
MANU(40): -0.18% Top=TTC DDD AGCO ZBRA MHK MWA DE DHR ….. ITW CMI ROK PH EMR LECO CFX KMT=Bottom (Manufacturing)
META(31): -0.26% Top=FMSA AKS CCJ FCX STLD CLF ARNC NUE ….. CNX SLW CENX SSRI CDE TECK AG CLD=Bottom (Metals & Mining)
TRAN(28): -0.39% Top=NAT BRS CNI CHRW GWR JBHT XPO LUV ….. KSU JBLU TK UNP YRCW SWFT AAL TRN=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 10:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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