daytrend

12/08/2016

Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 2:30 pm 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 2:30 pm ET)
58.0% of stocks are above yesterday’s high.
86.6% are above yesterday’s midpoint. (13.4% are below.)
4.8% are below yesterday’s low.
37.1% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high. (19.5% less than).
14.3% of stocks with today’s low < yesterday’s low. (85.7% greater than).

EVIDENCE OF INTRADAY TREND (20161208 2:30 pm ET)
69.9% of stocks are above today’s open. (29.5% are below).
66.4% of stocks are above today’s open and yesterday’s close.
21.3% 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 2:30 pm ET)
9.5% of stocks are in the top 10% of today’s range.
30.1% are in the top 20%.
73.4% are in the top half. 26.6% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20161208 2:30 pm ET)
75.2% of stocks are above yesterday’s close. (24.8% are below.)
2.8% are up 4.5% or more. 0.6% are down 4.5% or more.
5.8% are up 3.5% or more. 1.2% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY (20161208 2:30 pm ET)
2-day: >=95:36.4%…>=90:53.3%…>=80:68.3%…>=50:87.5%…<=20:4.0%…<=10:2.2%…<=5:0.5%…
9-day: >=95:0.1%…>=90:1.3%…>=80:17.3%…>=50:85.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:7.5%…>=50:81.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161208 2:30 pm ET)
58.0% above previous 1 highs, 4.8% below previous 1 lows
54.9% above previous 2 highs, 2.7% below previous 2 lows
52.7% above previous 3 highs, 1.6% below previous 3 lows
51.9% above previous 4 highs, 1.4% below previous 4 lows
47.4% above previous 5 highs, 1.3% below previous 5 lows
42.6% above previous 6 highs, 1.0% below previous 6 lows
40.4% above previous 7 highs, 1.0% below previous 7 lows
38.8% above previous 8 highs, 1.0% below previous 8 lows
37.8% above previous 9 highs, 1.0% below previous 9 lows
37.5% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161208 2:30 pm ET)
75.2% are above or equal to 12/7 close (1 days ago), 24.8% are below.
86.3% are above or equal to 12/6 close (2 days ago), 13.7% are below.
86.7% are above or equal to 12/5 close (3 days ago), 13.3% are below.
90.7% are above or equal to 12/2 close (4 days ago), 9.3% are below.
89.9% are above or equal to 12/1 close (5 days ago), 10.1% are below.
82.2% are above or equal to 11/30 close (6 days ago), 17.8% are below.
75.8% are above or equal to 11/29 close (7 days ago), 24.2% are below.
77.3% are above or equal to 11/28 close (8 days ago), 22.7% are below.
72.1% are above or equal to 11/25 close (9 days ago), 27.9% are below.
74.4% are above or equal to 11/23 close (10 days ago), 25.6% are below.
76.0% are above or equal to 11/22 close (11 days ago), 24.0% are below.
77.2% are above or equal to 11/21 close (12 days ago), 22.8% are below.
81.3% are above or equal to 11/18 close (13 days ago), 18.7% are below.
80.9% are above or equal to 11/17 close (14 days ago), 19.1% are below.
83.3% are above or equal to 11/16 close (15 days ago), 16.7% are below.
82.9% are above or equal to 11/15 close (16 days ago), 17.1% are below.
83.9% are above or equal to 11/14 close (17 days ago), 16.1% are below.
85.5% are above or equal to 11/11 close (18 days ago), 14.5% are below.
84.2% are above or equal to 11/10 close (19 days ago), 15.8% are below.
80.6% are above or equal to 11/9 close (20 days ago), 19.4% are below.
80.2% are above or equal to 11/8 close (21 days ago), 19.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161208 2:30 pm ET)
20d: 45.9% new highs, 1.0% new lows
21d: 45.0% new highs, 0.8% new lows
42d: 39.2% new highs, 0.6% new lows
63d: 35.8% new highs, 0.6% new lows
126d: 30.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161208 2:30 pm ET)
2-day: 73.8% above, 26.2% below
3-day: 85.1% above, 14.9% below
4-day: 86.2% above, 13.8% below
5-day: 88.6% above, 11.4% below
8-day: 89.7% above, 10.3% below
10-day: 85.8% above, 14.2% below
20-day: 84.3% above, 15.7% below
50-day: 75.4% above, 24.6% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161208 2:30 pm ET)
FINA(92): 1.72% Top=BOFI KKR YRD BX OCN WETF OZRK BEN ….. SIVB PYPL NDAQ LAZ WFC WU NSAM NAVI=Bottom (Banks/Financials)
RETA(61): 1.63% Top=TLRD MIK BLDR ASNA KORS BID ANF GNC ….. GPS TSCO LOW DKS NFLX ORLY CVS MELI=Bottom (Retail & Specialty Retail)
MATE(25): 1.60% Top=USG KBH TPH PHM LEN MDR DHI FLR ….. WCN MLM WM EXP VMC FAST WY DAR=Bottom (Materials & Construction)
CHEM(26): 1.15% Top=SMG PAH ALB CC CE CF PPG WLK ….. EMN SHW APD PX ASH MON MOS OLN=Bottom (Chemicals/Fertilizers)
ENER(90): 1.13% Top=CVI CRC PBF EPE SGY ATW OII DK ….. TSO SN SM VVV WMB PAGP CLR HLX=Bottom (Energy)
INSU(34): 1.07% Top=RDN AIZ CNO AFSI MTG LNC FAF UNM ….. ALL AJG BRO FNF MMC CLGX WLTW AON=Bottom (Insurance)
HEAL(49): 0.93% Top=EW BKD DVA ACHC DXCM PRXL NUVA TFX ….. UNH BAX COO ZBH BSX IRWD OPK ESRX=Bottom (Health)
ELEC(49): 0.90% Top=AMD CGNX QRVO OCLR MXL CRUS TER SWKS ….. FIT CSIQ FSLR NVDA TRMB HIMX SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.89% Top=LULU KATE PBI WWW FOSL SEE SON UAA ….. VFC CLX NKE EPC NWL WHR PVH CHD=Bottom (Consumer)
DISV(44): 0.81% Top=YY ACM AMN MAN ADS FDC TAL RRD ….. FISV URI MA CAR ALLE SBAC HRI HRB=Bottom (Diversified Services)
COHW(36): 0.78% Top=CIEN FNSR JNPR SSYS BBRY TDC VG VRSN ….. LVLT VSAT HRS WDC ANET STX PSTG ACIA=Bottom (Computer Hardware/Telecom)
REAL(95): 0.67% Top=SC MAA DFT RLGY COR DLR VER CBG ….. ARE GEO AGNC CLNY CSAL NRF OUT CBL=Bottom (Real Estate)
TRAN(28): 0.59% Top=NAT BRS XPO YRCW GWR DAL TK EXPD ….. LUV JBLU KSU UNP AAL SWFT TRN WAB=Bottom (Transportation)
COSW(82): 0.59% Top=SHOP GWRE COTV WB EQIX WUBA NUAN EPAM ….. FIS WDAY SQ MDSO ATHM BIDU TWLO COUP=Bottom (Computer Software/Internet)
MANU(40): 0.27% Top=TTC DDD MRC AGCO MWA ITT DE DHR ….. CAT PNR EMR CFX KMT LECO CMI PH=Bottom (Manufacturing)
LEIS(34): -0.15% Top=SHAK BYD ZOES RCL SONC WEN TXRH SEAS ….. SIX MAR HLT GPRO DPZ MGM WYNN LVS=Bottom (Leisure)
META(31): -0.53% Top=FMSA CCJ FCX STLD NEM SCCO CLF ARNC ….. SSRI CLD HL CDE CENX PAAS 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 2:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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