daytrend

12/08/2016

Filed under: Market Stats — daytrend @ 11:11 am

Market Stats at 11:11 am ET
by daytrend on 20161208. 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 (20161208 11:11 am ET)
47.5% of stocks are above yesterday’s high.
85.2% are above yesterday’s midpoint. (14.8% are below.)
3.9% are below yesterday’s low.
48.6% are inside yesterday’s range.
71.5% of stocks with today’s high > yesterday’s high. (28.5% less than).
11.0% of stocks with today’s low < yesterday’s low. (89.0% greater than).

EVIDENCE OF INTRADAY TREND (20161208 11:11 am ET)
61.5% of stocks are above today’s open. (37.5% are below).
56.2% of stocks are above today’s open and yesterday’s close.
26.4% are below both.
28.4% of stocks opened above yesterday’s high.
61.4% 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 11:11 am ET)
24.0% of stocks are in the top 10% of today’s range.
38.6% are in the top 20%.
67.7% are in the top half. 32.3% of stocks are in the bottom half of today’s range.
13.7% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20161208 11:11 am ET)
68.3% of stocks are above yesterday’s close. (31.7% are below.)
2.1% are up 4.5% or more. 0.2% are down 4.5% or more.
3.0% are up 3.5% or more. 0.9% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20161208 11:11 am ET)
2-day: >=95:29.6%…>=90:47.1%…>=80:63.2%…>=50:86.5%…<=20:3.5%…<=10:1.6%…<=5:0.3%…
9-day: >=95:0.1%…>=90:1.2%…>=80:15.0%…>=50:85.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:7.0%…>=50:80.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161208 11:11 am ET)
47.5% above previous 1 highs, 3.9% below previous 1 lows
45.3% above previous 2 highs, 2.2% below previous 2 lows
43.3% above previous 3 highs, 1.4% below previous 3 lows
42.3% above previous 4 highs, 0.9% below previous 4 lows
38.2% above previous 5 highs, 0.7% below previous 5 lows
32.5% above previous 6 highs, 0.6% below previous 6 lows
30.8% above previous 7 highs, 0.5% below previous 7 lows
28.8% above previous 8 highs, 0.5% below previous 8 lows
28.5% above previous 9 highs, 0.5% below previous 9 lows
28.3% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161208 11:11 am ET)
68.3% are above or equal to 12/7 close (1 days ago), 31.7% are below.
86.0% are above or equal to 12/6 close (2 days ago), 14.0% are below.
85.4% are above or equal to 12/5 close (3 days ago), 14.6% are below.
89.0% are above or equal to 12/2 close (4 days ago), 11.0% are below.
88.6% are above or equal to 12/1 close (5 days ago), 11.4% are below.
81.9% are above or equal to 11/30 close (6 days ago), 18.1% are below.
75.1% are above or equal to 11/29 close (7 days ago), 24.9% are below.
76.5% are above or equal to 11/28 close (8 days ago), 23.5% are below.
71.6% are above or equal to 11/25 close (9 days ago), 28.4% are below.
73.5% are above or equal to 11/23 close (10 days ago), 26.5% are below.
74.6% are above or equal to 11/22 close (11 days ago), 25.4% are below.
76.7% are above or equal to 11/21 close (12 days ago), 23.3% are below.
81.7% are above or equal to 11/18 close (13 days ago), 18.3% are below.
80.7% are above or equal to 11/17 close (14 days ago), 19.3% are below.
82.4% are above or equal to 11/16 close (15 days ago), 17.6% are below.
82.4% are above or equal to 11/15 close (16 days ago), 17.6% are below.
83.5% are above or equal to 11/14 close (17 days ago), 16.5% are below.
84.9% are above or equal to 11/11 close (18 days ago), 15.1% are below.
84.4% are above or equal to 11/10 close (19 days ago), 15.6% are below.
80.5% are above or equal to 11/9 close (20 days ago), 19.5% are below.
80.5% are above or equal to 11/8 close (21 days ago), 19.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161208 11:11 am ET)
20d: 38.3% new highs, 0.8% new lows
21d: 37.4% new highs, 0.7% new lows
42d: 33.0% new highs, 0.5% new lows
63d: 30.2% new highs, 0.5% new lows
126d: 26.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161208 11:11 am ET)
2-day: 67.5% above, 32.5% below
3-day: 83.7% above, 16.3% below
4-day: 86.0% above, 14.0% below
5-day: 87.3% above, 12.7% below
8-day: 88.5% above, 11.5% below
10-day: 85.7% above, 14.3% below
20-day: 85.0% above, 15.0% below
50-day: 75.0% above, 25.0% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161208 11:11 am ET)
RETA(61): 1.65% Top=TLRD COST ASNA BLDR W MIK KORS EBAY ….. DLTR TSCO GPS M DKS MELI ORLY LOW=Bottom (Retail & Specialty Retail)
MATE(25): 1.13% Top=KBH TPH PHM USG LEN CAA DHI TOL ….. WM EME FAST DAR SUM WY EXP VMC=Bottom (Materials & Construction)
COHW(36): 1.07% Top=CIEN JNPR SSYS FNSR TDC BBRY ACIA VRSN ….. CTL VZ LVLT S HRS STX WDC ANET=Bottom (Computer Hardware/Telecom)
ELEC(49): 1.04% Top=AMD OCLR QRVO CGNX MXL TER CRUS GLW ….. NVDA TEL WAT TRMB FSLR FTV SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(92): 1.04% Top=BOFI YRD OCN WETF OZRK KKR BX BEN ….. CME WU DFS PSEC NSAM LAZ WFC NAVI=Bottom (Banks/Financials)
HEAL(49): 0.78% Top=EW ACHC BKD UHS DXCM DVA PRXL NUVA ….. STJ PKI AET UNH VWR COO OPK ESRX=Bottom (Health)
CONS(51): 0.78% Top=LULU KATE UAA FOSL CCK WWW PBI SON ….. TPX NWL CLX KMB WHR PVH EPC CHD=Bottom (Consumer)
CHEM(26): 0.72% Top=SMG PAH ALB CC DD DOW CE CF ….. WLK PX MON ASH AXTA APD MOS SHW=Bottom (Chemicals/Fertilizers)
COSW(82): 0.65% Top=SHOP ZEN MTCH ADSK NUAN FFIV PTC GWRE ….. GRUB JD MSCI BIDU ATHM MDSO BITA SQ=Bottom (Computer Software/Internet)
INSU(34): 0.56% Top=CNO RDN MTG AIZ AFSI LNC UNM RGA ….. ALL CLGX CINF SLF AJG FNF AON WLTW=Bottom (Insurance)
ENER(90): 0.48% Top=CVI PBF CRC ATW DK HFC VLO MTDR ….. SWN EGN VVV FTI WMB CLR SM HLX=Bottom (Energy)
LEIS(34): 0.44% Top=BYD SHAK LQ ZOES SONC RCL SEAS WEN ….. QSR HLT SIX GPRO WYNN LVS DRI DPZ=Bottom (Leisure)
DISV(44): 0.40% Top=YY ACM TAL G RRD MYGN BAH AMN ….. R SCI CTAS CAR URI RBA SERV HRB=Bottom (Diversified Services)
REAL(95): 0.24% Top=SC RLGY COR DFT MPW VER MAA CBG ….. AMH KRG PLD ARE O AGNC SLG CBL=Bottom (Real Estate)
MANU(40): -0.03% Top=TTC DDD AGCO MWA ZBRA MHK DE IR ….. XYL LECO PH ROK EMR CMI KMT CFX=Bottom (Manufacturing)
TRAN(28): -0.03% Top=NAT BRS XPO JBHT YRCW CNI GWR CHRW ….. FDX KSU JBLU AAL WAB UNP TK TRN=Bottom (Transportation)
META(31): -0.95% Top=FMSA CCJ ARNC FCX CLF NUE STLD AKS ….. HL SLW SSRI CDE CENX CLD AG TECK=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 11:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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