daytrend

12/09/2016

Filed under: Market Stats — daytrend @ 1:22 pm

Market Stats at 1:21 pm ET
by daytrend on 20161209. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20161209 1:21 pm ET)
18.8% of stocks are above yesterday’s high.
56.1% are above yesterday’s midpoint. (43.9% are below.)
14.3% are below yesterday’s low.
67.0% are inside yesterday’s range.
52.6% of stocks with today’s high > yesterday’s high. (47.4% less than).
28.5% of stocks with today’s low < yesterday’s low. (71.5% greater than).

EVIDENCE OF INTRADAY TREND (20161209 1:21 pm ET)
35.9% of stocks are above today’s open. (63.4% are below).
31.4% of stocks are above today’s open and yesterday’s close.
54.5% are below both.
13.9% of stocks opened above yesterday’s high.
55.3% 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 1:21 pm ET)
4.2% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
36.6% are in the top half. 63.4% of stocks are in the bottom half of today’s range.
26.0% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN (20161209 1:21 pm ET)
41.0% of stocks are above yesterday’s close. (59.0% are below.)
0.3% are up 4.5% or more. 1.7% are down 4.5% or more.
0.6% are up 3.5% or more. 2.8% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20161209 1:21 pm ET)
2-day: >=95:18.0%…>=90:27.1%…>=80:37.8%…>=50:73.5%…<=20:5.6%…<=10:2.2%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.6%…>=80:10.7%…>=50:84.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:5.0%…>=50:80.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161209 1:21 pm ET)
18.8% above previous 1 highs, 14.3% below previous 1 lows
17.3% above previous 2 highs, 5.1% below previous 2 lows
16.7% above previous 3 highs, 3.4% below previous 3 lows
15.6% above previous 4 highs, 2.4% below previous 4 lows
15.5% above previous 5 highs, 1.9% below previous 5 lows
14.8% above previous 6 highs, 1.6% below previous 6 lows
12.3% above previous 7 highs, 1.5% below previous 7 lows
11.7% above previous 8 highs, 1.4% below previous 8 lows
11.1% above previous 9 highs, 1.4% below previous 9 lows
10.8% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161209 1:21 pm ET)
41.0% are above or equal to 12/8 close (1 days ago), 59.0% are below.
66.2% are above or equal to 12/7 close (2 days ago), 33.8% are below.
83.8% are above or equal to 12/6 close (3 days ago), 16.2% are below.
85.1% are above or equal to 12/5 close (4 days ago), 14.9% are below.
89.2% are above or equal to 12/2 close (5 days ago), 10.8% are below.
88.1% are above or equal to 12/1 close (6 days ago), 11.9% are below.
80.2% are above or equal to 11/30 close (7 days ago), 19.8% are below.
75.4% are above or equal to 11/29 close (8 days ago), 24.6% are below.
76.5% are above or equal to 11/28 close (9 days ago), 23.5% are below.
71.5% are above or equal to 11/25 close (10 days ago), 28.5% are below.
73.0% are above or equal to 11/23 close (11 days ago), 27.0% are below.
74.3% are above or equal to 11/22 close (12 days ago), 25.7% are below.
76.5% are above or equal to 11/21 close (13 days ago), 23.5% are below.
79.6% are above or equal to 11/18 close (14 days ago), 20.4% are below.
79.4% are above or equal to 11/17 close (15 days ago), 20.6% are below.
82.0% are above or equal to 11/16 close (16 days ago), 18.0% are below.
81.6% are above or equal to 11/15 close (17 days ago), 18.4% are below.
84.5% are above or equal to 11/14 close (18 days ago), 15.5% are below.
85.1% are above or equal to 11/11 close (19 days ago), 14.9% are below.
84.1% are above or equal to 11/10 close (20 days ago), 15.9% 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 1:21 pm ET)
20d: 26.9% new highs, 0.8% new lows
21d: 26.5% new highs, 0.5% new lows
42d: 21.2% new highs, 0.5% new lows
63d: 18.7% new highs, 0.5% new lows
126d: 15.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161209 1:21 pm ET)
2-day: 40.0% above, 60.0% below
3-day: 57.1% above, 42.9% below
4-day: 74.4% above, 25.6% below
5-day: 80.2% above, 19.8% below
8-day: 86.2% above, 13.8% below
10-day: 85.4% above, 14.6% below
20-day: 82.6% above, 17.4% below
50-day: 75.8% above, 24.2% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161209 1:21 pm ET)
LEIS(34): 0.47% Top=SHAK MGM HLT WYNN BYD ZOES RRR QSR ….. DRI SIX DNKN YUM ARMK EAT DPZ BLMN=Bottom (Leisure)
HEAL(48): 0.11% Top=ESRX IRWD EW COO BDX ABT TMO DGX ….. ANTM BKD THC MOH WCG AET ACHC HLS=Bottom (Health)
ENER(91): 0.08% Top=ATW DO SM RDC RIG EPE VVV PAA ….. WMB COG CLR HFC CRC PBF SGY CVI=Bottom (Energy)
DISV(45): -0.02% Top=AMN HRI MCO TRU YY KBR JEC MYGN ….. ACM RHI MAN G CXW ZTO R ADS=Bottom (Diversified Services)
REAL(94): -0.03% Top=GEO MAA MFA GPT CLNY NRF ACC EQY ….. ELS CUZ RLGY LHO CSAL KIM SC DDR=Bottom (Real Estate)
INSU(33): -0.04% Top=RDN MTG CNO L HIG AXS AJG SLF ….. TMK CINF MBI AFL LNC UNM FAF AIZ=Bottom (Insurance)
MANU(40): -0.09% Top=ATI ATKR ROP ITT GE ROK FLS MRC ….. IR TEX PNR CMI KMT XYL RS TTC=Bottom (Manufacturing)
CONS(51): -0.12% Top=SPB GPK CHD NWL CCK HBI GIL CL ….. MAT KATE SEE AVY FL SON FOSL KS=Bottom (Consumer)
COSW(80): -0.21% Top=SABR ZEN MDRX TRIP BIDU DOX MSFT MSCI ….. FEYE GWRE CSC SHOP WDAY PFPT ATVI TWLO=Bottom (Computer Software/Internet)
CHEM(26): -0.29% Top=AGU POT MOS PX ASH CF SHW GRA ….. IFF SMG ALB HUN PAH WLK OLN CC=Bottom (Chemicals/Fertilizers)
FINA(91): -0.30% Top=APO NAVI CBOE KKR HOMB ARCC LADR BMO ….. STT BK SLM JNS TROW FRC BEN VLY=Bottom (Banks/Financials)
MATE(25): -0.35% Top=WCN MDR FLR PWR SRCL USG SUM OC ….. VMC KBH PHM CAA TOL LEN DHI TPH=Bottom (Materials & Construction)
TRAN(28): -0.62% Top=UAL AAL ALK GWR SAVE JBLU DAL UPS ….. WAB EXPD JBHT NAT ODFL XPO YRCW SWFT=Bottom (Transportation)
ELEC(49): -0.80% Top=AVGO ON SPWR CSIQ FSLR MRVL JBL KEYS ….. KLAC LRCX AMKR GRMN MXL SWKS OCLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -0.89% Top=CVS TLRD WBA EBAY KR TSCO BABA WFM ….. JWN AN ANF GPS JCP URBN KSS RH=Bottom (Retail & Specialty Retail)
COHW(37): -0.97% Top=AAPL NTAP VIAV CCI VZ VRSN BCE LVLT ….. UBNT TMUS FNSR VSAT ARRS CDW INFN ACIA=Bottom (Computer Hardware/Telecom)
META(29): -2.59% Top=ARNC CENX CCJ FCX SCCO FMSA AGI SLCA ….. AKS CLF TECK AEM PAAS AG SSRI CDE=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 1:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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