daytrend

12/13/2016

Filed under: Market Stats — daytrend @ 1:29 pm

Market Stats at 1:28 pm ET
by daytrend on 20161213. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20161213 1:28 pm ET)
22.2% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
15.2% are below yesterday’s low.
62.6% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high. (57.1% less than).
45.0% of stocks with today’s low < yesterday’s low. (55.0% greater than).

EVIDENCE OF INTRADAY TREND (20161213 1:28 pm ET)
52.4% of stocks are above today’s open. (46.8% are below).
50.7% of stocks are above today’s open and yesterday’s close.
31.2% are below both.
14.3% of stocks opened above yesterday’s high.
81.2% of stocks opened above yesterday’s close. (17.0% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161213 1:28 pm ET)
14.7% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
65.6% are in the top half. 34.4% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20161213 1:28 pm ET)
67.0% of stocks are above yesterday’s close. (33.0% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
2.3% are up 3.5% or more. 0.7% are down 3.5% or more.
58.3% are between +1% and -1%.

RSI on DAILY (20161213 1:28 pm ET)
2-day: >=95:12.7%…>=90:18.4%…>=80:27.3%…>=50:58.1%…<=20:11.9%…<=10:3.7%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.9%…>=80:5.9%…>=50:82.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:81.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161213 1:28 pm ET)
22.2% above previous 1 highs, 15.2% below previous 1 lows
14.7% above previous 2 highs, 11.7% below previous 2 lows
13.5% above previous 3 highs, 8.2% below previous 3 lows
13.2% above previous 4 highs, 4.4% below previous 4 lows
13.1% above previous 5 highs, 2.8% below previous 5 lows
13.1% above previous 6 highs, 2.3% below previous 6 lows
13.0% above previous 7 highs, 1.3% below previous 7 lows
12.4% above previous 8 highs, 1.2% below previous 8 lows
10.6% above previous 9 highs, 1.0% below previous 9 lows
10.2% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161213 1:28 pm ET)
67.0% are above or equal to 12/12 close (1 days ago), 33.0% are below.
45.2% are above or equal to 12/9 close (2 days ago), 54.8% are below.
42.8% are above or equal to 12/8 close (3 days ago), 57.2% are below.
59.1% are above or equal to 12/7 close (4 days ago), 40.9% are below.
77.8% are above or equal to 12/6 close (5 days ago), 22.2% are below.
81.5% are above or equal to 12/5 close (6 days ago), 18.5% are below.
86.9% are above or equal to 12/2 close (7 days ago), 13.1% are below.
85.7% are above or equal to 12/1 close (8 days ago), 14.3% are below.
79.7% are above or equal to 11/30 close (9 days ago), 20.3% are below.
75.3% are above or equal to 11/29 close (10 days ago), 24.7% are below.
76.6% are above or equal to 11/28 close (11 days ago), 23.4% are below.
70.3% are above or equal to 11/25 close (12 days ago), 29.7% are below.
72.5% are above or equal to 11/23 close (13 days ago), 27.5% are below.
74.8% are above or equal to 11/22 close (14 days ago), 25.2% are below.
78.0% are above or equal to 11/21 close (15 days ago), 22.0% are below.
80.8% are above or equal to 11/18 close (16 days ago), 19.2% are below.
80.8% are above or equal to 11/17 close (17 days ago), 19.2% are below.
82.6% are above or equal to 11/16 close (18 days ago), 17.4% are below.
82.2% are above or equal to 11/15 close (19 days ago), 17.8% are below.
83.1% are above or equal to 11/14 close (20 days ago), 16.9% are below.
84.2% are above or equal to 11/11 close (21 days ago), 15.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161213 1:28 pm ET)
20d: 16.6% new highs, 2.3% new lows
21d: 16.3% new highs, 2.0% new lows
42d: 11.6% new highs, 0.3% new lows
63d: 9.4% new highs, 0.2% new lows
126d: 7.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161213 1:28 pm ET)
2-day: 65.7% above, 34.3% below
3-day: 52.0% above, 48.0% below
4-day: 47.5% above, 52.5% below
5-day: 51.3% above, 48.7% below
8-day: 72.8% above, 27.2% below
10-day: 78.1% above, 21.9% below
20-day: 81.7% above, 18.3% below
50-day: 78.5% above, 21.5% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161213 1:28 pm ET)
ENER(89): 1.43% Top=OAS MUR WPX OII NBL EPE HES DK ….. RIG RES MPLX FTI PAGP NBR DO PTEN=Bottom (Energy)
COHW(38): 1.16% Top=STX WDC ARRS AAPL ANET QCOM BBRY CTL ….. CDW S CIEN VIAV PSTG ACIA FNSR BCE=Bottom (Computer Hardware/Telecom)
ELEC(51): 1.04% Top=PI NVDA ON MCHP SIMO INTC TXN AMKR ….. APH FSLR DLB WAT FTV CSIQ SPWR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): 0.98% Top=NOW CA FB RHT PFPT TWTR YELP WUBA ….. EPAM MANH CERN GWRE SABR MDSO NTNX MDRX=Bottom (Computer Software/Internet)
CONS(51): 0.68% Top=PAY NWL GT WHR NKE VFC UAA ENR ….. CCK BMS BERY PG IP SON BC WWW=Bottom (Consumer)
RETA(62): 0.63% Top=RH AMZN TLRD MELI ORLY ASNA CHS TJX ….. EBAY LB AAP BID TIF KMX URBN GNC=Bottom (Retail & Specialty Retail)
LEIS(35): 0.59% Top=SEAS LVS WYNN MGM BYD WEN SHAK HLT ….. RCL EAT ZOES MTN EXPE CMG DRI STAY=Bottom (Leisure)
HEAL(48): 0.56% Top=MOH OPK CNC STE HOLX THC IART ISRG ….. DXCM TFX BDX WCG UHS ACHC MD DVA=Bottom (Health)
META(30): 0.48% Top=AKS CDE NEM ABX SSRI TAHO SLW FMSA ….. CNX FCX ARNC CMC CLD CLF SCCO TECK=Bottom (Metals & Mining)
MANU(38): 0.44% Top=TEX ROP ZBRA MHK DDD DHR CAT ATKR ….. RS SWK ETN MRC AGCO MWA PNR ATI=Bottom (Manufacturing)
DISV(46): 0.40% Top=TAL SBAC ULTA MYGN CXW SCI MCO AL ….. RRD RHI INFO ACM JEC ATHN HRI ZTO=Bottom (Diversified Services)
TRAN(28): 0.30% Top=JBLU BRS SAVE KSU LUV XPO FDX AAL ….. CP TRN ODFL JBHT NSC SWFT WAB GWR=Bottom (Transportation)
INSU(35): 0.13% Top=WLTW AFL CLGX MTG BRO AJG AIG PRU ….. FNF HIG ORI CNO LNC CINF ACGL VR=Bottom (Insurance)
FINA(91): 0.06% Top=BOFI OZRK FRC FITB CME BLK TROW AMG ….. NAVI IVZ FII NSAM APO ARCC YRD OMF=Bottom (Banks/Financials)
MATE(25): -0.06% Top=SRCL MAS DAR TOL OC MDR DHI LEN ….. WCN TPH MLM FAST EXP PWR WY USG=Bottom (Materials & Construction)
CHEM(26): -0.25% Top=CC OLN WLK PX MON EMN CE RPM ….. SHW SMG IFF PPG MOS CF AGU POT=Bottom (Chemicals/Fertilizers)
REAL(96): -0.57% Top=CSAL CONE AMT DFT BAM OUT GEO COR ….. GLPI AMH NRF CUZ GGP PEB CBL IVR=Bottom (Real Estate)

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 1:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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