daytrend

12/09/2016

Filed under: Market Stats — daytrend @ 11:30 am

Market Stats at 11:29 am ET
by daytrend on 20161209. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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

COMPARED TO YESTERDAY’S RANGE (20161209 11:29 am ET)
17.8% of stocks are above yesterday’s high.
55.1% are above yesterday’s midpoint. (44.9% are below.)
15.4% are below yesterday’s low.
66.8% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
24.5% of stocks with today’s low < yesterday’s low. (75.5% greater than).

EVIDENCE OF INTRADAY TREND (20161209 11:29 am ET)
32.7% of stocks are above today’s open. (66.0% are below).
29.2% of stocks are above today’s open and yesterday’s close.
57.1% are below both.
14.0% of stocks opened above yesterday’s high.
55.3% of stocks opened above yesterday’s close. (39.1% opened below yesterday’s close).
2.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161209 11:29 am ET)
2.5% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
31.4% are in the top half. 68.6% of stocks are in the bottom half of today’s range.
37.3% are in the bottom 20%.
25.3% are in the bottom 10%.

GAIN (20161209 11:29 am ET)
39.2% of stocks are above yesterday’s close. (60.8% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
67.2% are between +1% and -1%.

RSI on DAILY (20161209 11:29 am ET)
2-day: >=95:17.0%…>=90:26.4%…>=80:36.4%…>=50:73.8%…<=20:5.8%…<=10:1.8%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:9.7%…>=50:84.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:4.6%…>=50:81.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161209 11:29 am ET)
17.8% above previous 1 highs, 15.4% below previous 1 lows
15.7% above previous 2 highs, 5.7% below previous 2 lows
14.8% above previous 3 highs, 3.9% below previous 3 lows
14.0% above previous 4 highs, 2.4% below previous 4 lows
13.6% above previous 5 highs, 1.6% below previous 5 lows
12.6% above previous 6 highs, 1.5% below previous 6 lows
10.9% above previous 7 highs, 1.3% below previous 7 lows
9.9% above previous 8 highs, 1.3% below previous 8 lows
9.6% above previous 9 highs, 1.3% below previous 9 lows
9.4% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161209 11:29 am ET)
39.2% are above or equal to 12/8 close (1 days ago), 60.8% are below.
65.1% are above or equal to 12/7 close (2 days ago), 34.9% are below.
82.1% are above or equal to 12/6 close (3 days ago), 17.9% are below.
84.4% are above or equal to 12/5 close (4 days ago), 15.6% are below.
88.7% are above or equal to 12/2 close (5 days ago), 11.3% are below.
88.7% are above or equal to 12/1 close (6 days ago), 11.3% are below.
81.3% are above or equal to 11/30 close (7 days ago), 18.7% are below.
74.8% are above or equal to 11/29 close (8 days ago), 25.2% are below.
75.6% are above or equal to 11/28 close (9 days ago), 24.4% are below.
71.6% are above or equal to 11/25 close (10 days ago), 28.4% are below.
72.6% are above or equal to 11/23 close (11 days ago), 27.4% are below.
74.2% are above or equal to 11/22 close (12 days ago), 25.8% are below.
76.0% are above or equal to 11/21 close (13 days ago), 24.0% are below.
80.1% are above or equal to 11/18 close (14 days ago), 19.9% are below.
79.8% are above or equal to 11/17 close (15 days ago), 20.2% are below.
82.1% are above or equal to 11/16 close (16 days ago), 17.9% are below.
81.3% are above or equal to 11/15 close (17 days ago), 18.7% are below.
84.0% are above or equal to 11/14 close (18 days ago), 16.0% are below.
85.0% are above or equal to 11/11 close (19 days ago), 15.0% are below.
83.9% are above or equal to 11/10 close (20 days ago), 16.1% are below.
80.9% are above or equal to 11/9 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161209 11:29 am ET)
20d: 25.3% new highs, 0.7% new lows
21d: 25.1% new highs, 0.3% new lows
42d: 19.8% new highs, 0.3% new lows
63d: 17.3% new highs, 0.3% new lows
126d: 14.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161209 11:29 am ET)
2-day: 38.0% above, 62.0% below
3-day: 54.7% above, 45.3% below
4-day: 74.3% above, 25.7% below
5-day: 79.2% above, 20.8% below
8-day: 85.8% above, 14.2% below
10-day: 85.5% above, 14.5% below
20-day: 82.9% above, 17.1% below
50-day: 75.7% above, 24.3% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161209 11:29 am ET)
LEIS(34): 0.43% Top=MGM WYNN LVS ZOES RRR BYD HLT LQ ….. STAY ARMK DRI YUM DPZ DNKN EAT BLMN=Bottom (Leisure)
HEAL(48): 0.25% Top=IRWD ESRX EW TMO COO BCR BDX BSX ….. UHS ANTM TFX HRC ACHC AET WCG HLS=Bottom (Health)
REAL(94): 0.05% Top=MAA GEO ACC GPT NRF CLNY ALLY EQY ….. RLGY LHO BXP CBL KIM NRZ SC DDR=Bottom (Real Estate)
COSW(80): 0.03% Top=SABR ZEN TRIP VIPS EA NTNX BIDU MSCI ….. NTES FEYE WDAY GWRE CSC ATVI VEEV TWLO=Bottom (Computer Software/Internet)
INSU(33): -0.07% Top=MTG RDN FNF HIG XL AXS L CNO ….. PRU LNC MBI FAF TMK AIZ UNM AFL=Bottom (Insurance)
DISV(45): -0.11% Top=AMN MYGN YY MCO MMS HRI TAL TRU ….. SBAC HRB MAN CXW ZTO RHI R ADS=Bottom (Diversified Services)
MANU(40): -0.13% Top=ATKR ATI ITT ROP FLS ROK MRC AOS ….. ITW SWK MHK PNR XYL CMI IR RS=Bottom (Manufacturing)
ENER(91): -0.15% Top=ATW EPE SM DO VVV RIG HLX RDC ….. AR CRC FTI CRZO HFC CLR SGY CVI=Bottom (Energy)
CHEM(26): -0.17% Top=AGU MOS POT ASH SHW GRA PAH MON ….. CF HUN IFF ALB EMN CC WLK OLN=Bottom (Chemicals/Fertilizers)
CONS(51): -0.18% Top=SPB CHD CCK NWL GPK PG KMB EPC ….. FOSL AVY WRK PVH HAS SON KATE SKX=Bottom (Consumer)
TRAN(28): -0.37% Top=AAL UAL SAVE BRS ALK JBLU CP DAL ….. TK EXPD NAT WAB YRCW ODFL XPO SWFT=Bottom (Transportation)
FINA(91): -0.48% Top=KKR APO HOMB CBOE NAVI TD BX NSAM ….. FRC STT TROW AMP CFG BEN VLY JNS=Bottom (Banks/Financials)
MATE(25): -0.59% Top=WCN FLR MDR USG SRCL OC PWR WM ….. KBH CAA VMC TOL TPH PHM DHI LEN=Bottom (Materials & Construction)
COHW(37): -0.77% Top=AAPL VIAV NTAP VRSN ZAYO CCI LVLT CTL ….. VSAT ARRS UBNT CDW INFN TMUS FNSR ACIA=Bottom (Computer Hardware/Telecom)
ELEC(49): -0.77% Top=AVGO CSIQ SPWR WAT BRKR FSLR JBL ON ….. NVDA QRVO PI AMKR LRCX OCLR SWKS GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -0.93% Top=CVS EBAY WBA BLDR BABA KR COST BID ….. M W ANF URBN GPS KSS JCP RH=Bottom (Retail & Specialty Retail)
META(31): -1.16% Top=SWC ARNC CENX CCJ FCX AGI SCCO FMSA ….. CDE TAHO SSRI AG HL AKS TECK CLF=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 11:29 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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