daytrend

12/12/2016

Filed under: Market Stats — daytrend @ 3:33 pm

Market Stats at 3:32 pm ET
by daytrend on 20161212. 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 (20161212 3:32 pm ET)
14.4% of stocks are above yesterday’s high.
31.1% are above yesterday’s midpoint. (68.9% are below.)
41.8% are below yesterday’s low.
43.8% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
63.4% of stocks with today’s low < yesterday’s low. (36.6% greater than).

EVIDENCE OF INTRADAY TREND (20161212 3:32 pm ET)
31.7% of stocks are above today’s open. (68.0% are below).
24.0% of stocks are above today’s open and yesterday’s close.
60.0% are below both.
14.0% of stocks opened above yesterday’s high.
36.5% of stocks opened above yesterday’s close. (59.7% opened below yesterday’s close).
13.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161212 3:32 pm ET)
5.8% of stocks are in the top 10% of today’s range.
10.2% are in the top 20%.
29.8% are in the top half. 70.2% of stocks are in the bottom half of today’s range.
36.6% are in the bottom 20%.
19.6% are in the bottom 10%.

GAIN (20161212 3:32 pm ET)
32.3% of stocks are above yesterday’s close. (67.7% are below.)
0.3% are up 4.5% or more. 2.7% are down 4.5% or more.
0.7% are up 3.5% or more. 5.3% are down 3.5% or more.
48.9% are between +1% and -1%.

RSI on DAILY (20161212 3:32 pm ET)
2-day: >=95:11.0%…>=90:16.5%…>=80:23.9%…>=50:41.5%…<=20:19.1%…<=10:6.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.9%…>=80:6.1%…>=50:77.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:77.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161212 3:32 pm ET)
14.4% above previous 1 highs, 41.8% below previous 1 lows
12.4% above previous 2 highs, 28.7% below previous 2 lows
11.9% above previous 3 highs, 12.5% below previous 3 lows
11.7% above previous 4 highs, 7.6% below previous 4 lows
11.1% above previous 5 highs, 5.8% below previous 5 lows
10.9% above previous 6 highs, 3.7% below previous 6 lows
10.2% above previous 7 highs, 3.2% below previous 7 lows
8.8% above previous 8 highs, 2.7% below previous 8 lows
8.3% above previous 9 highs, 2.3% below previous 9 lows
8.1% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161212 3:32 pm ET)
32.3% are above or equal to 12/9 close (1 days ago), 67.7% are below.
33.5% are above or equal to 12/8 close (2 days ago), 66.5% are below.
50.4% are above or equal to 12/7 close (3 days ago), 49.6% are below.
72.4% are above or equal to 12/6 close (4 days ago), 27.6% are below.
76.5% are above or equal to 12/5 close (5 days ago), 23.5% are below.
84.7% are above or equal to 12/2 close (6 days ago), 15.3% are below.
83.4% are above or equal to 12/1 close (7 days ago), 16.6% are below.
76.8% are above or equal to 11/30 close (8 days ago), 23.2% are below.
72.0% are above or equal to 11/29 close (9 days ago), 28.0% are below.
72.2% are above or equal to 11/28 close (10 days ago), 27.8% are below.
66.6% are above or equal to 11/25 close (11 days ago), 33.4% are below.
69.5% are above or equal to 11/23 close (12 days ago), 30.5% are below.
69.8% are above or equal to 11/22 close (13 days ago), 30.2% are below.
73.3% are above or equal to 11/21 close (14 days ago), 26.7% are below.
76.6% are above or equal to 11/18 close (15 days ago), 23.4% are below.
76.4% are above or equal to 11/17 close (16 days ago), 23.6% are below.
79.1% are above or equal to 11/16 close (17 days ago), 20.9% are below.
79.6% are above or equal to 11/15 close (18 days ago), 20.4% are below.
81.3% are above or equal to 11/14 close (19 days ago), 18.7% are below.
82.4% are above or equal to 11/11 close (20 days ago), 17.6% are below.
80.9% are above or equal to 11/10 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161212 3:32 pm ET)
20d: 21.8% new highs, 1.9% new lows
21d: 21.3% new highs, 1.4% new lows
42d: 17.7% new highs, 0.8% new lows
63d: 16.0% new highs, 0.8% new lows
126d: 13.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161212 3:32 pm ET)
2-day: 31.9% above, 68.1% below
3-day: 32.6% above, 67.4% below
4-day: 38.6% above, 61.4% below
5-day: 49.8% above, 50.2% below
8-day: 70.8% above, 29.2% below
10-day: 73.8% above, 26.2% below
20-day: 76.9% above, 23.1% below
50-day: 75.2% above, 24.8% below
200-day: 72.4% above, 27.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161212 3:32 pm ET)
HEAL(48): 0.32% Top=OPK IART COO HOLX BDX ABMD ISRG BCR ….. ALGN NUVA ESRX CNC EW BKD MOH ACHC=Bottom (Health)
REAL(94): 0.05% Top=DLR SLG REG CONE EQY VNO CPT BAM ….. RLGY CIM CSAL CBG ALLY MFA AMH SC=Bottom (Real Estate)
INSU(33): 0.03% Top=RDN AXS FAF TRV MTG XL AFSI PGR ….. CLGX TMK CNO WLTW PRU MBI MET LNC=Bottom (Insurance)
ENER(89): -0.10% Top=CRC REN SN RDC OII CPG FTI CVE ….. CLR COG HLX AR GPOR RRC SWN RICE=Bottom (Energy)
META(30): -0.48% Top=AGI TAHO TECK CDE AEM FNV SLW HL ….. NUE AKS FCX CENX X FMSA SLCA CNX=Bottom (Metals & Mining)
MATE(25): -0.66% Top=PHM DHI WM WY RSG SRCL LEN PWR ….. DAR WCN OC SUM USG EXP VMC MLM=Bottom (Materials & Construction)
ELEC(50): -0.82% Top=PI AMD INVN SNPS CGNX INTC FSLR LSCC ….. MU HIMX CAVM NVDA QRVO SIMO AMBA OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): -0.85% Top=T CCI COMM UBNT BCE VZ SSYS ACIA ….. PANW VG INFN WDC CIEN S VRSN FNSR=Bottom (Computer Hardware/Telecom)
CONS(51): -0.90% Top=NWL BERY WHR GT ECL PG EPC CL ….. WRK COTY UAA FOSL SKX PVH RL KATE=Bottom (Consumer)
LEIS(34): -0.92% Top=CMG LVS YUM H MCD MAR ZOES LQ ….. RRR HLT CCL BYD EXPE BLMN SONC GPRO=Bottom (Leisure)
DISV(45): -0.99% Top=AMN HRB MYGN SBAC ATHN G CXW INFO ….. AL RRD TAL YY BAH LDOS ZTO CAR=Bottom (Diversified Services)
COSW(80): -1.15% Top=EQIX EA NCR COUP ATVI CERN ADBE FIS ….. FEYE ATHM ADSK TWTR WB WUBA NTNX SINA=Bottom (Computer Software/Internet)
MANU(39): -1.15% Top=HON GE ETN SWK ITW AGCO DOV CMI ….. KMT MWA DDD TTC MIDD ATKR TEX ATI=Bottom (Manufacturing)
TRAN(28): -1.27% Top=BRS EXPD SWFT FDX UPS NSC CHRW JBHT ….. YRCW TK UAL NAT ALK DAL SAVE AAL=Bottom (Transportation)
CHEM(26): -1.32% Top=DOW ALB DD CE FMC MON WLK APD ….. AGU POT HUN AXTA PAH MOS CF CC=Bottom (Chemicals/Fertilizers)
RETA(62): -1.74% Top=WMT GME W HD EBAY CPRT COST ORLY ….. JCP SFM JWN GES M RH ASNA ANF=Bottom (Retail & Specialty Retail)
FINA(91): -1.74% Top=BLK ARCC BMO NDAQ ACAS CME CBOE YRD ….. JNS SLM NAVI LM FNB WAL WETF WDR=Bottom (Banks/Financials)

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 3:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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