daytrend

12/08/2016

Filed under: Market Stats — daytrend @ 11:47 am

Market Stats at 11:46 am ET
by daytrend on 20161208. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20161208 11:46 am ET)
47.9% of stocks are above yesterday’s high.
83.9% are above yesterday’s midpoint. (16.1% are below.)
4.4% are below yesterday’s low.
47.8% are inside yesterday’s range.
73.9% of stocks with today’s high > yesterday’s high. (26.1% less than).
13.0% of stocks with today’s low < yesterday’s low. (87.0% greater than).

EVIDENCE OF INTRADAY TREND (20161208 11:46 am ET)
61.2% of stocks are above today’s open. (36.9% are below).
55.4% of stocks are above today’s open and yesterday’s close.
28.0% 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 11:46 am ET)
16.3% of stocks are in the top 10% of today’s range.
31.1% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20161208 11:46 am ET)
65.9% of stocks are above yesterday’s close. (34.1% are below.)
2.1% are up 4.5% or more. 0.5% are down 4.5% or more.
3.7% are up 3.5% or more. 0.9% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY (20161208 11:46 am ET)
2-day: >=95:30.6%…>=90:46.6%…>=80:61.7%…>=50:85.4%…<=20:3.9%…<=10:1.6%…<=5:0.3%…
9-day: >=95:0.1%…>=90:1.2%…>=80:14.9%…>=50:84.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:7.2%…>=50:81.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161208 11:46 am ET)
47.9% above previous 1 highs, 4.4% below previous 1 lows
45.8% above previous 2 highs, 2.1% below previous 2 lows
44.6% above previous 3 highs, 1.3% below previous 3 lows
43.6% above previous 4 highs, 0.9% below previous 4 lows
39.2% above previous 5 highs, 0.8% below previous 5 lows
34.5% above previous 6 highs, 0.6% below previous 6 lows
31.9% above previous 7 highs, 0.5% below previous 7 lows
30.2% above previous 8 highs, 0.5% below previous 8 lows
29.5% above previous 9 highs, 0.5% below previous 9 lows
29.2% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161208 11:46 am ET)
65.9% are above or equal to 12/7 close (1 days ago), 34.1% are below.
84.9% are above or equal to 12/6 close (2 days ago), 15.1% are below.
84.1% are above or equal to 12/5 close (3 days ago), 15.9% are below.
89.2% are above or equal to 12/2 close (4 days ago), 10.8% are below.
88.7% are above or equal to 12/1 close (5 days ago), 11.3% are below.
81.0% are above or equal to 11/30 close (6 days ago), 19.0% are below.
74.7% are above or equal to 11/29 close (7 days ago), 25.3% are below.
76.5% are above or equal to 11/28 close (8 days ago), 23.5% are below.
71.3% are above or equal to 11/25 close (9 days ago), 28.7% are below.
73.2% are above or equal to 11/23 close (10 days ago), 26.8% are below.
75.2% are above or equal to 11/22 close (11 days ago), 24.8% are below.
76.7% are above or equal to 11/21 close (12 days ago), 23.3% are below.
81.5% are above or equal to 11/18 close (13 days ago), 18.5% are below.
81.0% are above or equal to 11/17 close (14 days ago), 19.0% are below.
82.5% are above or equal to 11/16 close (15 days ago), 17.5% are below.
82.4% are above or equal to 11/15 close (16 days ago), 17.6% are below.
83.9% are above or equal to 11/14 close (17 days ago), 16.1% are below.
85.0% are above or equal to 11/11 close (18 days ago), 15.0% are below.
84.1% are above or equal to 11/10 close (19 days ago), 15.9% are below.
80.5% are above or equal to 11/9 close (20 days ago), 19.5% are below.
79.9% are above or equal to 11/8 close (21 days ago), 20.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161208 11:46 am ET)
20d: 40.5% new highs, 0.8% new lows
21d: 39.3% new highs, 0.7% new lows
42d: 34.4% new highs, 0.5% new lows
63d: 31.3% new highs, 0.5% new lows
126d: 27.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161208 11:46 am ET)
2-day: 65.1% above, 34.9% below
3-day: 82.8% above, 17.2% below
4-day: 84.1% above, 15.9% below
5-day: 86.5% above, 13.5% below
8-day: 87.5% above, 12.5% below
10-day: 85.1% above, 14.9% below
20-day: 84.2% above, 15.8% below
50-day: 75.1% above, 24.9% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161208 11:46 am ET)
RETA(61): 1.68% Top=TLRD ASNA MIK KORS COST BLDR ANF BID ….. HD TSCO NFLX GPS DKS LOW ORLY MELI=Bottom (Retail & Specialty Retail)
FINA(92): 1.24% Top=BOFI YRD OCN OZRK BEN BX WETF KKR ….. CBOE ICE PFG WU NSAM CME WFC NAVI=Bottom (Banks/Financials)
MATE(25): 1.17% Top=TPH KBH PHM USG LEN DHI FLR SRCL ….. WM SUM EME DAR FAST WY VMC EXP=Bottom (Materials & Construction)
COHW(36): 0.94% Top=CIEN JNPR FNSR SSYS TDC BBRY VG UBNT ….. LVLT CTL VZ S STX HRS ANET WDC=Bottom (Computer Hardware/Telecom)
ELEC(49): 0.88% Top=AMD QRVO OCLR CGNX TER MXL CRUS GLW ….. FTV WAT CSIQ FSLR TRMB NVDA SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): 0.85% Top=EW ACHC BKD UHS DVA PRXL DXCM HLS ….. STJ ABT BAX VWR COO IRWD OPK ESRX=Bottom (Health)
CONS(51): 0.84% Top=LULU KATE FOSL WWW UAA CCK HBI SON ….. PG KMB CLX NKE PVH NWL WHR CHD=Bottom (Consumer)
INSU(34): 0.76% Top=RDN MTG CNO AIZ LNC AFSI UNM RGA ….. ALL CINF AJG SLF CLGX AON WLTW FNF=Bottom (Insurance)
CHEM(26): 0.72% Top=SMG PAH ALB CC CF DOW CE DD ….. MON AXTA GRA APD PX ASH WLK SHW=Bottom (Chemicals/Fertilizers)
COSW(82): 0.57% Top=SHOP ZEN NUAN WB MTCH GWRE ADSK VIPS ….. WDAY GRUB ATHM TWTR MSCI SQ MDSO BIDU=Bottom (Computer Software/Internet)
LEIS(34): 0.52% Top=BYD SHAK SONC ZOES RCL SEAS WEN LQ ….. SIX QSR DRI WYNN HLT LVS GPRO DPZ=Bottom (Leisure)
DISV(44): 0.43% Top=YY TAL ACM RRD JEC FDC G MYGN ….. FLT URI CTAS SERV CAR HRI RBA HRB=Bottom (Diversified Services)
REAL(95): 0.34% Top=SC RLGY MPW DFT COR MAA VER CBG ….. FR OUT WPG MAC AGNC PLD ARE CBL=Bottom (Real Estate)
ENER(90): 0.10% Top=CVI PBF CRC DK ATW VLO HFC EPE ….. SWN EGN NBL WPX WMB CLR HLX SM=Bottom (Energy)
TRAN(28): -0.05% Top=NAT XPO YRCW BRS GWR JBHT CHRW EXPD ….. FDX LUV KSU JBLU UNP AAL TRN TK=Bottom (Transportation)
MANU(40): -0.11% Top=TTC DDD AGCO MWA DE MHK ZBRA DCI ….. HON LECO ROK EMR CMI KMT PH CFX=Bottom (Manufacturing)
META(31): -0.80% Top=FMSA CCJ STLD NUE ARNC SCCO CLF GG ….. SSRI SLW TAHO CDE AG CENX TECK CLD=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 11:46 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: