daytrend

12/13/2016

Filed under: Market Stats — daytrend @ 2:42 pm

Market Stats at 2:41 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 2:41 pm ET)
19.2% of stocks are above yesterday’s high.
44.6% are above yesterday’s midpoint. (55.4% are below.)
18.8% are below yesterday’s low.
62.0% are inside yesterday’s range.
43.7% of stocks with today’s high > yesterday’s high. (56.3% less than).
45.8% of stocks with today’s low < yesterday’s low. (54.2% greater than).

EVIDENCE OF INTRADAY TREND (20161213 2:41 pm ET)
44.8% of stocks are above today’s open. (54.2% are below).
42.9% of stocks are above today’s open and yesterday’s close.
40.5% 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 2:41 pm ET)
3.9% of stocks are in the top 10% of today’s range.
11.3% are in the top 20%.
47.4% are in the top half. 52.6% of stocks are in the bottom half of today’s range.
17.3% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN (20161213 2:41 pm ET)
57.7% of stocks are above yesterday’s close. (42.3% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
1.6% are up 3.5% or more. 1.8% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20161213 2:41 pm ET)
2-day: >=95:11.0%…>=90:16.5%…>=80:23.9%…>=50:51.9%…<=20:17.5%…<=10:4.8%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.9%…>=80:5.3%…>=50:78.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:80.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161213 2:41 pm ET)
19.2% above previous 1 highs, 18.8% below previous 1 lows
12.2% above previous 2 highs, 15.4% below previous 2 lows
10.7% above previous 3 highs, 12.1% below previous 3 lows
10.2% above previous 4 highs, 7.0% below previous 4 lows
10.2% above previous 5 highs, 4.6% below previous 5 lows
10.1% above previous 6 highs, 3.9% below previous 6 lows
10.0% above previous 7 highs, 2.0% below previous 7 lows
9.3% above previous 8 highs, 1.7% below previous 8 lows
8.3% above previous 9 highs, 1.4% below previous 9 lows
7.8% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161213 2:41 pm ET)
57.7% are above or equal to 12/12 close (1 days ago), 42.3% are below.
40.7% are above or equal to 12/9 close (2 days ago), 59.3% are below.
38.8% are above or equal to 12/8 close (3 days ago), 61.2% are below.
53.9% are above or equal to 12/7 close (4 days ago), 46.1% are below.
74.5% are above or equal to 12/6 close (5 days ago), 25.5% are below.
79.2% are above or equal to 12/5 close (6 days ago), 20.8% are below.
85.2% are above or equal to 12/2 close (7 days ago), 14.8% are below.
83.4% are above or equal to 12/1 close (8 days ago), 16.6% are below.
77.7% are above or equal to 11/30 close (9 days ago), 22.3% are below.
74.2% are above or equal to 11/29 close (10 days ago), 25.8% are below.
74.6% are above or equal to 11/28 close (11 days ago), 25.4% are below.
68.7% are above or equal to 11/25 close (12 days ago), 31.3% are below.
70.2% are above or equal to 11/23 close (13 days ago), 29.8% are below.
72.4% are above or equal to 11/22 close (14 days ago), 27.6% are below.
76.5% are above or equal to 11/21 close (15 days ago), 23.5% are below.
80.0% are above or equal to 11/18 close (16 days ago), 20.0% are below.
79.4% are above or equal to 11/17 close (17 days ago), 20.6% are below.
81.8% are above or equal to 11/16 close (18 days ago), 18.2% are below.
81.0% are above or equal to 11/15 close (19 days ago), 19.0% are below.
82.5% are above or equal to 11/14 close (20 days ago), 17.5% 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 2:41 pm ET)
20d: 17.0% new highs, 2.3% new lows
21d: 16.8% new highs, 2.0% new lows
42d: 12.0% new highs, 0.3% new lows
63d: 9.7% new highs, 0.2% new lows
126d: 7.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161213 2:41 pm ET)
2-day: 56.7% above, 43.3% below
3-day: 45.9% above, 54.1% below
4-day: 41.5% above, 58.5% below
5-day: 44.8% above, 55.2% below
8-day: 69.9% above, 30.1% below
10-day: 75.3% above, 24.7% below
20-day: 78.7% above, 21.3% below
50-day: 77.3% above, 22.7% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161213 2:41 pm ET)
COHW(38): 0.84% Top=STX ARRS WDC AAPL JNPR CTL BBRY QCOM ….. HPQ PSTG INFN VIAV CIEN BCE FNSR ACIA=Bottom (Computer Hardware/Telecom)
ENER(89): 0.81% Top=OAS EPE NBL OII DK MUR WPX HES ….. SWN RIG FTI NBR DO PAGP SGY PTEN=Bottom (Energy)
ELEC(51): 0.68% Top=PI ON SIMO NVDA MCHP TXN INTC IDTI ….. AMD DLB QRVO FTV WAT CSIQ SPWR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): 0.67% Top=CA RHT YELP NOW JD WUBA FB PFPT ….. EPAM TEAM GWRE CERN SABR MDSO NTNX MDRX=Bottom (Computer Software/Internet)
LEIS(35): 0.37% Top=SEAS LVS WYNN MGM SHAK BYD WEN HLT ….. TXRH EAT ZOES SONC CMG MTN DRI STAY=Bottom (Leisure)
RETA(62): 0.33% Top=RH AMZN ORLY TLRD MELI TJX ROST HD ….. BLDR ANF GPS KMX PIR BID URBN GNC=Bottom (Retail & Specialty Retail)
CONS(51): 0.33% Top=PAY GT NWL NKE VFC COTY ENR WHR ….. BERY WRK KS FOSL SON IP WWW BC=Bottom (Consumer)
HEAL(48): 0.19% Top=MOH OPK HOLX IRWD STE IART VWR CNC ….. AET TFX BDX WCG DVA UHS MD ACHC=Bottom (Health)
INSU(35): 0.13% Top=WLTW CLGX AFL AIG BRO MTG AJG FAF ….. RGA LNC CNO ORI ACGL HIG CINF VR=Bottom (Insurance)
DISV(46): 0.11% Top=SBAC TAL SCI ULTA CXW MYGN MCO WOOF ….. ATHN YY KBR AMN JEC ACM HRI ZTO=Bottom (Diversified Services)
META(30): -0.00% Top=FMSA CDE NEM AKS SLW RGLD ABX SSRI ….. ARNC CMC CENX FCX SCCO CLF CLD TECK=Bottom (Metals & Mining)
MANU(38): -0.01% Top=TEX ZBRA ROP DHR DDD MHK CAT ATKR ….. KMT ETN MWA PNR AGCO MRC CFX ATI=Bottom (Manufacturing)
TRAN(28): -0.03% Top=JBLU FDX SAVE KSU BRS LUV XPO CNI ….. CP NSC UAL ODFL TRN SWFT WAB GWR=Bottom (Transportation)
FINA(91): -0.17% Top=OZRK FRC AMG BLK TD FITB BOFI CBSH ….. FII CMA NAVI IVZ NSAM ARCC YRD OMF=Bottom (Banks/Financials)
MATE(25): -0.38% Top=SRCL DAR MAS TOL OC LEN DHI RSG ….. FLR MLM FAST TPH EXP PWR WY USG=Bottom (Materials & Construction)
CHEM(26): -0.46% Top=CC WLK OLN MON EMN PX CE DOW ….. FMC PAH IFF PPG CF MOS AGU POT=Bottom (Chemicals/Fertilizers)
REAL(96): -0.54% Top=CONE CSAL AMT COR DFT BAM EQC OUT ….. MPW CLNY DRH RLJ NRF CBL PEB 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 2:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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