daytrend

12/09/2016

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

Market Stats at 11:11 am ET
by daytrend on 20161209. 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 (20161209 11:11 am ET)
20.9% of stocks are above yesterday’s high.
60.7% are above yesterday’s midpoint. (39.3% are below.)
11.4% are below yesterday’s low.
67.7% are inside yesterday’s range.
50.2% of stocks with today’s high > yesterday’s high. (49.8% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND (20161209 11:11 am ET)
39.1% of stocks are above today’s open. (59.8% are below).
35.1% of stocks are above today’s open and yesterday’s close.
50.5% are below both.
14.0% of stocks opened above yesterday’s high.
55.2% of stocks opened above yesterday’s close. (39.0% opened below yesterday’s close).
2.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161209 11:11 am ET)
5.5% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
41.0% are in the top half. 59.0% of stocks are in the bottom half of today’s range.
24.0% are in the bottom 20%.
10.7% are in the bottom 10%.

GAIN (20161209 11:11 am ET)
45.5% of stocks are above yesterday’s close. (54.5% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 0.7% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20161209 11:11 am ET)
2-day: >=95:20.0%…>=90:30.5%…>=80:42.7%…>=50:78.1%…<=20:4.6%…<=10:1.6%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.6%…>=80:12.1%…>=50:85.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:5.8%…>=50:81.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161209 11:11 am ET)
20.9% above previous 1 highs, 11.4% below previous 1 lows
19.1% above previous 2 highs, 4.3% below previous 2 lows
17.9% above previous 3 highs, 2.8% below previous 3 lows
17.1% above previous 4 highs, 2.1% below previous 4 lows
16.9% above previous 5 highs, 1.5% below previous 5 lows
15.9% above previous 6 highs, 1.3% below previous 6 lows
14.0% above previous 7 highs, 1.0% below previous 7 lows
12.7% above previous 8 highs, 1.0% below previous 8 lows
12.2% above previous 9 highs, 1.0% below previous 9 lows
11.7% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161209 11:11 am ET)
45.5% are above or equal to 12/8 close (1 days ago), 54.5% are below.
69.3% are above or equal to 12/7 close (2 days ago), 30.7% are below.
84.8% are above or equal to 12/6 close (3 days ago), 15.2% are below.
85.6% are above or equal to 12/5 close (4 days ago), 14.4% are below.
89.1% are above or equal to 12/2 close (5 days ago), 10.9% are below.
89.4% are above or equal to 12/1 close (6 days ago), 10.6% are below.
81.6% are above or equal to 11/30 close (7 days ago), 18.4% are below.
76.1% are above or equal to 11/29 close (8 days ago), 23.9% are below.
76.8% are above or equal to 11/28 close (9 days ago), 23.2% are below.
72.1% are above or equal to 11/25 close (10 days ago), 27.9% are below.
73.9% are above or equal to 11/23 close (11 days ago), 26.1% are below.
74.8% are above or equal to 11/22 close (12 days ago), 25.2% are below.
76.7% are above or equal to 11/21 close (13 days ago), 23.3% are below.
80.8% are above or equal to 11/18 close (14 days ago), 19.2% are below.
79.7% are above or equal to 11/17 close (15 days ago), 20.3% are below.
82.8% are above or equal to 11/16 close (16 days ago), 17.2% are below.
82.4% are above or equal to 11/15 close (17 days ago), 17.6% are below.
85.1% are above or equal to 11/14 close (18 days ago), 14.9% are below.
85.7% are above or equal to 11/11 close (19 days ago), 14.3% are below.
84.3% are above or equal to 11/10 close (20 days ago), 15.7% are below.
80.8% are above or equal to 11/9 close (21 days ago), 19.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161209 11:11 am ET)
20d: 25.2% new highs, 0.7% new lows
21d: 24.9% new highs, 0.3% new lows
42d: 19.5% new highs, 0.3% new lows
63d: 17.3% new highs, 0.3% new lows
126d: 14.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161209 11:11 am ET)
2-day: 44.3% above, 55.7% below
3-day: 63.4% above, 36.6% below
4-day: 78.5% above, 21.5% below
5-day: 82.6% above, 17.4% below
8-day: 87.2% above, 12.8% below
10-day: 86.7% above, 13.3% below
20-day: 83.6% above, 16.4% below
50-day: 76.3% above, 23.7% below
200-day: 72.7% above, 27.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161209 11:11 am ET)
LEIS(34): 0.60% Top=WYNN MGM LVS BYD ZOES RRR SHAK HLT ….. DRI ARMK CMG YUM DPZ DNKN EAT BLMN=Bottom (Leisure)
ENER(91): 0.38% Top=ATW EPE SM HLX DO RIG RDC REN ….. EGN PBF FTI CRZO SGY HFC CLR CVI=Bottom (Energy)
HEAL(48): 0.27% Top=IRWD EW ESRX TMO OPK COO RMD ISRG ….. ABMD ACHC UNH TFX ANTM HLS AET WCG=Bottom (Health)
REAL(94): 0.18% Top=GPT ACC GEO MAA ALLY NRF CLNY PDM ….. CUBE ARE BXP CBL KIM NRZ SC DDR=Bottom (Real Estate)
COSW(80): 0.11% Top=ZEN TRIP SABR TEAM VIPS BIDU MSFT EA ….. NTES WDAY WB GWRE CSC ATVI VEEV TWLO=Bottom (Computer Software/Internet)
MANU(40): 0.08% Top=ATKR ATI ITT MRC TEX FLS ROP ROK ….. TTC ITW MHK KMT PNR XYL IR RS=Bottom (Manufacturing)
INSU(33): 0.06% Top=MTG RDN FNF HIG AXS L SLF XL ….. AON PRU CLGX FAF TMK AIZ UNM AFL=Bottom (Insurance)
CHEM(26): 0.04% Top=MOS AGU POT PAH ASH GRA SHW MON ….. APD ALB CF SMG EMN CC OLN WLK=Bottom (Chemicals/Fertilizers)
DISV(45): -0.10% Top=AMN MYGN YY MMS TAL TRU FDC RBA ….. SBAC ACM RHI ULTA ZTO CXW R ADS=Bottom (Diversified Services)
CONS(51): -0.16% Top=SPB CCK NWL GPK GIL CHD PG HBI ….. KS FL AVY PVH HAS KATE SON SKX=Bottom (Consumer)
FINA(92): -0.19% Top=APO KKR OCN HOMB CBOE WETF NAVI OMF ….. CFG STT AMP TROW BEN YRD VLY JNS=Bottom (Banks/Financials)
TRAN(28): -0.32% Top=AAL UAL BRS ALK JBLU SAVE GWR DAL ….. CHRW UNP EXPD WAB YRCW ODFL XPO SWFT=Bottom (Transportation)
MATE(25): -0.43% Top=WCN FLR MDR USG SRCL PWR DAR OC ….. KBH VMC TOL CAA TPH PHM LEN DHI=Bottom (Materials & Construction)
ELEC(49): -0.47% Top=AVGO CSIQ SPWR ON FSLR WAT BRKR JBL ….. PI NVDA QRVO OCLR SWKS AMKR LRCX GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): -0.51% Top=AAPL VIAV NTAP VG SSYS VRSN CTL LVLT ….. COMM UBNT VSAT INFN TMUS CDW ACIA FNSR=Bottom (Computer Hardware/Telecom)
META(31): -0.61% Top=SWC ARNC CCJ CENX FMSA FCX AGI SCCO ….. HL SSRI AG CNX AEM TECK AKS CLF=Bottom (Metals & Mining)
RETA(62): -0.85% Top=EBAY CVS BLDR WBA BABA PIR KR BID ….. URBN W M ANF GPS KSS JCP RH=Bottom (Retail & Specialty Retail)

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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