daytrend

12/13/2016

Filed under: Market Stats — daytrend @ 10:58 am

Market Stats at 10:57 am ET
by daytrend on 20161213. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161213 10:57 am ET)
17.3% of stocks are above yesterday’s high.
40.8% are above yesterday’s midpoint. (59.2% are below.)
26.3% are below yesterday’s low.
56.5% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
41.9% of stocks with today’s low < yesterday’s low. (58.1% greater than).

EVIDENCE OF INTRADAY TREND (20161213 10:57 am ET)
37.3% of stocks are above today’s open. (62.1% are below).
34.7% of stocks are above today’s open and yesterday’s close.
49.8% are below both.
14.3% of stocks opened above yesterday’s high.
81.2% of stocks opened above yesterday’s close. (17.1% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161213 10:57 am ET)
10.7% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
35.5% are in the top half. 64.5% of stocks are in the bottom half of today’s range.
31.0% are in the bottom 20%.
13.2% are in the bottom 10%.

GAIN (20161213 10:57 am ET)
47.8% of stocks are above yesterday’s close. (52.2% are below.)
0.3% are up 4.5% or more. 0.8% are down 4.5% or more.
0.6% are up 3.5% or more. 1.4% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20161213 10:57 am ET)
2-day: >=95:9.8%…>=90:13.2%…>=80:20.9%…>=50:45.5%…<=20:22.1%…<=10:6.9%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.5%…>=50:78.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:79.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161213 10:57 am ET)
17.3% above previous 1 highs, 26.3% below previous 1 lows
11.9% above previous 2 highs, 22.1% below previous 2 lows
10.0% above previous 3 highs, 16.8% below previous 3 lows
9.8% above previous 4 highs, 9.9% below previous 4 lows
9.7% above previous 5 highs, 6.7% below previous 5 lows
9.7% above previous 6 highs, 5.5% below previous 6 lows
9.6% above previous 7 highs, 3.3% below previous 7 lows
9.2% above previous 8 highs, 2.6% below previous 8 lows
7.8% above previous 9 highs, 2.3% below previous 9 lows
7.6% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161213 10:57 am ET)
47.8% are above or equal to 12/12 close (1 days ago), 52.2% are below.
38.9% are above or equal to 12/9 close (2 days ago), 61.1% are below.
36.1% are above or equal to 12/8 close (3 days ago), 63.9% are below.
50.7% are above or equal to 12/7 close (4 days ago), 49.3% are below.
72.9% are above or equal to 12/6 close (5 days ago), 27.1% are below.
77.8% are above or equal to 12/5 close (6 days ago), 22.2% are below.
83.2% are above or equal to 12/2 close (7 days ago), 16.8% are below.
81.6% are above or equal to 12/1 close (8 days ago), 18.4% are below.
76.4% are above or equal to 11/30 close (9 days ago), 23.6% are below.
73.0% are above or equal to 11/29 close (10 days ago), 27.0% are below.
73.3% are above or equal to 11/28 close (11 days ago), 26.7% are below.
68.1% are above or equal to 11/25 close (12 days ago), 31.9% are below.
70.0% are above or equal to 11/23 close (13 days ago), 30.0% are below.
72.5% are above or equal to 11/22 close (14 days ago), 27.5% are below.
75.1% are above or equal to 11/21 close (15 days ago), 24.9% are below.
79.6% are above or equal to 11/18 close (16 days ago), 20.4% are below.
79.0% are above or equal to 11/17 close (17 days ago), 21.0% are below.
82.0% are above or equal to 11/16 close (18 days ago), 18.0% are below.
80.4% are above or equal to 11/15 close (19 days ago), 19.6% are below.
81.9% are above or equal to 11/14 close (20 days ago), 18.1% are below.
83.9% are above or equal to 11/11 close (21 days ago), 16.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161213 10:57 am ET)
20d: 14.5% new highs, 2.1% new lows
21d: 14.3% new highs, 1.7% new lows
42d: 9.7% new highs, 0.3% new lows
63d: 7.6% new highs, 0.2% new lows
126d: 5.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161213 10:57 am ET)
2-day: 46.8% above, 53.2% below
3-day: 43.3% above, 56.7% below
4-day: 39.7% above, 60.3% below
5-day: 42.9% above, 57.1% below
8-day: 65.2% above, 34.8% below
10-day: 71.2% above, 28.8% below
20-day: 78.0% above, 22.0% below
50-day: 76.7% above, 23.3% below
200-day: 72.4% above, 27.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161213 10:57 am ET)
COSW(80): 1.21% Top=WUBA CA NTES TWTR RHT PFPT NOW TWLO ….. CSRA EPAM MTCH CSC SABR CERN MDSO MDRX=Bottom (Computer Software/Internet)
COHW(38): 0.68% Top=STX ARRS WDC NTAP AAPL QCOM ANET UBNT ….. HPQ VG INFN CDW SSYS CIEN S BCE=Bottom (Computer Hardware/Telecom)
LEIS(35): 0.43% Top=LVS MGM SEAS WYNN BYD SHAK DNKN SBUX ….. WYN RCL EAT TXRH LQ CMG DRI STAY=Bottom (Leisure)
HEAL(48): 0.42% Top=MOH CNC STE ISRG ESRX OPK HOLX IART ….. BKD BDX UHS ACHC THC WCG DVA MD=Bottom (Health)
ELEC(51): 0.40% Top=BRKR TXN PI AMKR TRMB MCHP NVDA CREE ….. JBL MU FSLR AMD FTV SPWR CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.34% Top=PAY NKE UAA NWL WHR CLX VFC GT ….. KS BC IP OI GPK WWW KATE FOSL=Bottom (Consumer)
DISV(46): 0.14% Top=MYGN TAL SBAC G FISV ULTA GPN MA ….. URI RHI CAR R JEC ACM HRI ZTO=Bottom (Diversified Services)
RETA(62): -0.03% Top=MELI AMZN ORLY NFLX HD ROST ETSY W ….. BLDR SIG LB MIK PIR ASNA URBN GNC=Bottom (Retail & Specialty Retail)
ENER(89): -0.07% Top=NBL EPE OAS MTDR MUR WMB COP SU ….. ATW PAGP QEP RIG NBR SGY DO PTEN=Bottom (Energy)
INSU(35): -0.17% Top=WLTW CLGX AFL AJG TRV BRO AON MMC ….. HIG CNO MTG ORI LNC RDN AIZ VR=Bottom (Insurance)
TRAN(28): -0.44% Top=JBLU SAVE LUV CNI AAL KSU ALK DAL ….. YRCW SWFT TRN TK NSC ODFL WAB GWR=Bottom (Transportation)
MANU(38): -0.53% Top=TEX DHR ROP MHK ZBRA CAT DOV HON ….. FLS AOS PNR CFX SWK ETN MRC ATI=Bottom (Manufacturing)
FINA(91): -0.54% Top=BOFI OZRK NDAQ BMO TD FRC AMG TROW ….. CMA ZION IVZ APO CFG YRD OMF ARCC=Bottom (Banks/Financials)
MATE(25): -0.60% Top=SRCL MAS TOL DAR OC VMC DHI PHM ….. FAST TPH MDR MLM EXP PWR WY USG=Bottom (Materials & Construction)
CHEM(26): -0.71% Top=CC SHW WLK MON PAH CE EMN PX ….. SMG IFF GRA PPG AGU CF MOS POT=Bottom (Chemicals/Fertilizers)
REAL(96): -0.73% Top=CONE CSAL AMT DFT OUT BAM COR MAA ….. SKT ESRT PEB DEI BXMT AMH CBL IVR=Bottom (Real Estate)
META(29): -1.16% Top=TAHO SLW ABX SSRI AEM CDE NEM RGLD ….. ARNC CNX CMC SCCO CENX FCX 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 10:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: